On the stability of sequential Monte Carlo methods in high dimensions (2014)

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/10.1214/13-AAP951

Publication URI: http://dx.doi.org/10.1214/13-AAP951

Type: Journal Article/Review

Parent Publication: The Annals of Applied Probability

Issue: 4