Limit theorems for weighted samples with applications to sequential Monte Carlo methods

Annals of Statistics

Volumn 36, Issue 5, 2008, Pages 2344-2376

  Douc, Randal ^a   Moulines, Eric ^b  

^a CENTRE DE MATHÉMATIQUES APPLIQUÉES   (France)

^b TELECOM PARISTECH   (France)

Author keywords

Branching; Conditional central limit theorems; Particle filtering; Sequential importance sampling; Sequential Monte Carlo

Indexed keywords

EID: 49349102500     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/07-AOS514     Document Type: Article

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