A lognormal central limit theorem for particle approximations of normalizing constants
Feynman-Kac models arise in a large variety of scientific disciplines including physics, chemistry and signal processing. Their mean field particle interpretations, termed commonly Sequential Monte Carlo or Particle Filters, have found numerous applications as they allow to sample approximately from...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
University of Washington
2014
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