Combined use of importance weights and resampling weights in sequential Monte Carlo methods
نویسندگان
چکیده
منابع مشابه
Sequential Monte Carlo with Adaptive Weights for Approximate Bayesian Computation
Methods of Approximate Bayesian computation (ABC) are increasingly used for analysis of complex models. A major challenge for ABC is over-coming the often inherent problem of high rejection rates in the accept/reject methods based on prior:predictive sampling. A number of recent developments aim to address this with extensions based on sequential Monte Carlo (SMC) strategies. We build on this h...
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PIERRE DEL MORAL, ARNAUD DOUCET and AJAY JASRA Centre INRIA Bordeaux et Sud-Ouest & Institut de Mathématiques de Bordeaux, Université de Bordeaux I, 33405, France. E-mail: [email protected] Department of Statistics, University of British Columbia, Vancouver BC, Canada V6T 1Z2. E-mail: [email protected] Department of Statistics and Applied Probability, National University of Singapore...
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ژورنال
عنوان ژورنال: ESAIM: Proceedings
سال: 2007
ISSN: 1270-900X
DOI: 10.1051/proc:071912