Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference

Annals of Statistics

Volumn 32, Issue 6, 2004, Pages 2385-2411

  Chopin, Nicolas ^a  

^a UNIVERSITY OF BRISTOL   (United Kingdom)

Author keywords

Markov chain Monte Carlo; Particle filter; Recursive Monte Carlo filter; Resample move algorithms; Residual resampling; State space model

Indexed keywords

EID: 21644457738     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053604000000698     Document Type: Article

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