Twisted particle filters

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Material for : Twisted Particle Filters

Proof of Proposition 1. Under (H2) we have g := infω,xG(x) > 0. Now consider the sequence of random variables {κn ;n ≥ 1} defined by κn := νQ ω n−1(1)g −. From (2.8) it is straightforward to establish by induction the following semigroup property: for any ω ∈ Ω, and p, n ≥ 0, Qp+n = Q ω pQ θpω n . Combined with (H2), this gives κp+n = νQ ω pQ θpω n−1(1)g − = νQp−1Q θωQθ pω n−1(1)g − ≥ κpκ pω n ...

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YUCHUN TANG Research Center of Sectional and Imaging Anatomy Shandong University School of Medicine 44#, Wenhua Xi Road, Jinan, Shandong 250012, China [email protected] XIANG BAI* Department of Electronics and Information Engineering Huazhong University of Science and Technology NO. 1037, Luoyu Road, Wuhan, Hubei 430074, China [email protected] XINGWEI YANG Department of Computer and Informati...

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ژورنال

عنوان ژورنال: The Annals of Statistics

سال: 2014

ISSN: 0090-5364

DOI: 10.1214/13-aos1167