SMC with adaptive resampling: Large sample asymptotics

IEEE Workshop on Statistical Signal Processing Proceedings

Volumn , Issue , 2009, Pages 481-484

  Arnaud, Élise ^a,b   Le Gland, François ^a,b  

^a UNIV GRENOBLE ALPES   (France)

^b CAMPUS DE BEAULIEU   (France)

Author keywords

[No Author keywords available]

Indexed keywords

ADAPTIVE PROCEDURE; ASYMPTOTIC VARIANCE; ASYMPTOTICS; EXPLICIT EXPRESSIONS; FUNCTIONALS; GAUSSIANS; IMPORTANCE WEIGHTS; RESAMPLING; SAMPLE SIZES; SEQUENTIAL MONTE CARLO;

ASYMPTOTIC ANALYSIS; SIGNAL PROCESSING;

SAMPLING;

EID: 72349099336     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/SSP.2009.5278533     Document Type: Conference Paper

References (2)

1. Arnaud Doucet, Simon J. Godsill, and Christophe An-drieu, "On sequential Monte Carlo sampling methods for Bayesian filtering," Statistics and Computing, vol. 10, no. 3, pp. 197-208, July 2000.
2. François Le Gland, "Combined use of importance weights and resampling weights in sequential Monte Carlo methods," ESAIM: Proceedings, vol. 19, pp. 85-100 (electronic), 2007.