On adaptive resampling strategies for sequential Monte Carlo methods

Bernoulli

Volumn 18, Issue 1, 2012, Pages 252-278

  Del Moral, Pierre ^a   Doucet, Arnaud ^b   Jasra, Ajay ^c  

^a INRIA   (France)

^b UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^c NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Random resampling; Sequential Monte Carlo methods

Indexed keywords

EID: 84856592816     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/10-BEJ335     Document Type: Article

References (9)

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4. Del Moral, P. (2004). Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications. New York: Springer.
5. Del Moral, P. and Miclo, L. (2000). Branching and interacting particle systems approximations of Feynman-Kac formulae with applications to non-linear filtering. In Séminaire de Probabilités XXXIV. Lecture Notes in Math. 1729 1-145. Berlin: Springer.
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