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ON THE STABILITY OF SEQUENTIAL MONTE CARLO METHODS IN HIGH DIMENSIONS

Beskos, A; Crisan, D; Jasra, A; (2014) ON THE STABILITY OF SEQUENTIAL MONTE CARLO METHODS IN HIGH DIMENSIONS. ANNALS OF APPLIED PROBABILITY , 24 (4) 1396 - 1445. 10.1214/13-AAP951.

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Type:Article
Title:ON THE STABILITY OF SEQUENTIAL MONTE CARLO METHODS IN HIGH DIMENSIONS
DOI:10.1214/13-AAP951
Keywords:Sequential Monte Carlo, high dimensions, resampling, functional CLT
UCL classification:UCL > School of BEAMS > Faculty of Maths and Physical Sciences > Statistical Science

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