Sequential Monte Carlo for rare event estimation

Statistics and Computing

Volumn 22, Issue 3, 2012, Pages 795-808

  Cerou F ^a   Del Moral, P ^b   Furon, T ^a   Guyader, A ^c  

^a INRIA   (France)

^b UNIVERSITÉ BORDEAUX 1   (France)

^c UNIVERSITÉ RENNES 2   (France)

Author keywords

Feynman Kac formula; Fingerprinting; Metropolis Hastings; Rare event; Sequential importance sampling; Watermarking

Indexed keywords

EID: 84859211583     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11222-011-9231-6     Document Type: Article

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