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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

2021Mechanical Systems and Signal Processing15 citationsDOIOpen Access PDF

Topics & Concepts

Monte Carlo methodEnvironmental scienceStatistical physicsComputer scienceEconometricsMathematicsStatisticsPhysicsStatistical Methods and InferenceMarkov Chains and Monte Carlo MethodsTarget Tracking and Data Fusion in Sensor Networks
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