Forest resampling for distributed sequential Monte Carlo
نویسندگان
چکیده
منابع مشابه
Forest resampling for distributed sequential Monte Carlo
This paper brings explicit considerations of distributed computing architectures and data structures into the rigorous design of Sequential Monte Carlo (SMC) methods. A theoretical result established recently by the authors shows that adapting interaction between particles to suitably control the Effective Sample Size (ESS) is sufficient to guarantee stability of SMC algorithms. Our objective i...
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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: Statistical Analysis and Data Mining: The ASA Data Science Journal
سال: 2015
ISSN: 1932-1864,1932-1872
DOI: 10.1002/sam.11280