Sequential quasi Monte Carlo

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 77, Issue 3, 2015, Pages 509-579

  Gerber, Mathieu ^a,b   Chopin, Nicolas ^b,c  

^a UNIVERSITY OF LAUSANNE   (Switzerland)

^b CREST   (France)

^c Ecole Nationale de la Statistique et de l'Administration Economique   (France)

Author keywords

Array randomized quasi Monte Carlo; Low discrepancy; Particle filtering; Quasi Monte Carlo; Randomized quasi Monte Carlo; Sequential Monte Carlo

Indexed keywords

EID: 84929149762     PISSN: 13697412     EISSN: 14679868     Source Type: Journal    
DOI: 10.1111/rssb.12104     Document Type: Article

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