Increasing the efficiency of Sequential Monte Carlo samplers through the use of approximately optimal L-kernels
P.L. Green, Lee Devlin, Robert E. Moore, Richard Jackson, Jinglai Li, Simon Maskell
Topics & Concepts
Monte Carlo methodEnvironmental scienceStatistical physicsComputer scienceEconometricsMathematicsStatisticsPhysicsStatistical Methods and InferenceMarkov Chains and Monte Carlo MethodsTarget Tracking and Data Fusion in Sensor Networks