Efficient block sampling strategies for sequential Monte Carlo methods

Journal of Computational and Graphical Statistics

Volumn 15, Issue 3, 2006, Pages 693-711

  Doucet, Arnaud ^a   Briers, Mark ^b   Sénécal, Stéphane ^c  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^c INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

Author keywords

Block sequential Monte Carlo; Importance sampling; Markov chain Monte Carlo; Optimal filtering; Particle filtering; State space models

Indexed keywords

EID: 33747375485     PISSN: 10618600     EISSN: None     Source Type: Journal    
DOI: 10.1198/106186006X142744     Document Type: Article

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