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Perfect simulation for the Feynman-Kac law on the path space

1 October 2012
Christophe Andrieu
ZhenHao Zhou
Arnaud Doucet
Sylvain Rubenthaler
ArXiv (abs)PDFHTML
Abstract

This paper describes an algorithm of interest. This is a preliminary version and we intend on writing a better descripition of it and getting bounds for its complexity.

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