Error Bounds and Normalising Constants for Sequential Monte Carlo Samplers in High Dimensions

By Alexandros Beskos, D. Crisan, Ajay Jasra, Nick Whiteley. Advances in Applied Probability, 2014

49 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Mathematical Physics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/93b610c785a0b4178a524eb626e47fb3b57640eb