Open AccessA pseudo-marginal sequential Monte Carlo online smoothing algorithm
Author(s) -
Pierre Gloaguen,
Sylvain Le Corff,
Jimmy Olsson
Publication year - 2022
Publication title -
bernoulli
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 1.814
H-Index - 72
eISSN - 1573-9759
pISSN - 1350-7265
DOI - 10.3150/21-bej1431
Subject(s) - mathematics , smoothing , monte carlo method , estimator , algorithm , central limit theorem , bernoulli's principle , weak convergence , statistical physics , mathematical optimization , computer science , statistics , physics , computer security , engineering , asset (computer security) , aerospace engineering
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