On the convergence of adaptive sequential Monte Carlo methods (2016)

First Author: Beskos A
Attributed to:  Sequential Monte Carlo methods for applications in high dimensions. funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/15-AAP1113

Publication URI: http://dx.doi.org/10.1214/15-AAP1113

Type: Journal Article/Review

Parent Publication: The Annals of Applied Probability

Issue: 2

ISSN: 1050-5164