Sequential Monte Carlo as approximate sampling: bounds, adaptive resampling via infinity-ESS, and an application to particle Gibbs

by Jonathan H Huggins, Daniel M Roy · 2019
PDF · arXiv:1503.00966

Reference

Jonathan H Huggins, Daniel M Roy “Sequential Monte Carlo as approximate sampling: bounds, adaptive resampling via infinity-ESS, and an application to particle Gibbs” (2019) arXiv:1503.00966

@Article{huggins2019,
  title = {Sequential Monte Carlo as approximate sampling: bounds, adaptive resampling via infinity-ESS, and an application to particle Gibbs},
  author = {Huggins, Jonathan H and Roy, Daniel M},
  journal = {Bernoulli},
  volume = {25},
  number = {1},
  pages = {584--622},
  year = {2019},
  publisher = {Bernoulli Society for Mathematical Statistics and Probability},
  arxiv = {1503.00966}
}