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Stratification and optimal resampling for sequential Monte Carlo

Li, YC; Wang, WS; Deng, KE; Liu, JS

Li, YC (通讯作者),Tsinghua Univ, Ctr Stat Sci, Beijing 100084, Peoples R China.

BIOMETRIKA, 2022; 109 (1): 181

Abstract

Sequential Monte Carlo algorithms are widely accepted as powerful computational tools for making inference with dynamical systems. A key step in seque......

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