Results 151 to 160 of about 151,127 (170)

Sequential Monte Carlo in Action

2004
The previous chapter outlines a general Monte Carlo framework based on the sequential buildup strategy. Several essential elements are (a) the choice of the trial densities, (b) the resampling method, (c) the marginalization strategy, and (d) the rejection control.
openaire   +1 more source

Sequential Monte Carlo Methods for Dynamic Systems

Journal of the American Statistical Association, 1998
Jun S Liu, Rong Chen
exaly   +2 more sources

Multicanonical sequential Monte Carlo sampler for uncertainty quantification

Reliability Engineering and System Safety, 2023
Jinglai Li
exaly  

A Survey of Sequential Monte Carlo Methods for Economics and Finance

Econometric Reviews, 2012
Drew Creal
exaly  

Sequential Implementation of Monte Carlo Tests With Uniformly Bounded Resampling Risk

Journal of the American Statistical Association, 2009
Axel Gandy
exaly  

Sequential Quasi Monte Carlo

Journal of the Royal Statistical Society Series B: Statistical Methodology, 2015
Mathieu Gerber, Nicolas Chopin
exaly  

Efficient Block Sampling Strategies for Sequential Monte Carlo Methods

Journal of Computational and Graphical Statistics, 2006
Arnaud Doucet, Mark Briers, Stéphane Sénécal   +2 more
exaly  

Controlling procedural modeling programs with stochastically-ordered sequential Monte Carlo

ACM Transactions on Graphics, 2015
Daniel Ritchie, Noah D Goodman, Pat Hanrahan   +2 more
exaly  

Multilevel Sequential Monte Carlo Samplers for Normalizing Constants

ACM Transactions on Modeling and Computer Simulation, 2017
Pierre Del Moral, Ajay Jasra, Kody J H Law   +2 more
exaly  

Sequential Monte Carlo Methods for Option Pricing

Stochastic Analysis and Applications, 2011
Ajay Jasra, Pierre Del Moral
exaly