A population Monte Carlo scheme with transformed weights and its application to stochastic kinetic models

28 August 2012

Papers citing "A population Monte Carlo scheme with transformed weights and its application to stochastic kinetic models"

4 / 4 papers shown

Title
On the Stability of Sequential Monte Carlo Methods in High Dimensions A. Beskos Dan Crisan Ajay Jasra 89 170 0 21 Mar 2011
Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems T. Bengtsson Peter J. Bickel Bo Li 101 420 0 20 May 2008
Adaptive Importance Sampling in General Mixture Classes Olivier Cappé Randal Douc Arnaud Guillin Jean-Michel Marin Christian P. Robert 158 305 0 23 Oct 2007
Importance Tempering R. Gramacy R. Samworth Ruth King 124 73 0 28 Jul 2007