Adapting the Number of Particles in Sequential Monte Carlo Methods through an Online Scheme for Convergence Assessment

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https://hal-imt.archives-ouvertes.fr/hal-01437029
Contributor : Víctor Elvira <>
Submitted on : Monday, January 16, 2017 - 9:14:13 PM
Last modification on : Saturday, March 23, 2019 - 1:25:57 AM

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Víctor Elvira, Joaquín Míguez, Petar M. Djuric. Adapting the Number of Particles in Sequential Monte Carlo Methods through an Online Scheme for Convergence Assessment. IEEE Transactions on Signal Processing, Institute of Electrical and Electronics Engineers, 2017, 65 (7), pp.1781-1794. ⟨10.1109/TSP.2016.2637324⟩. ⟨hal-01437029⟩

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