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...

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Bibliographic Details
Main Authors: Del Moral, P, Doucet, A, Jasra, A
Format: Journal article
Language:English
Published: 2012