On adaptive resampling strategies for sequential Monte Carlo methods
Sequential Monte Carlo (SMC) methods are a class of techniques to sample approximately from any sequence of probability distributions using a combination of importance sampling and resampling steps. This paper is concerned with the convergence analysis of a class of SMC methods where the times at wh...
Main Authors: | , , |
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Format: | Journal article |
Language: | English |
Published: |
2012
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