Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae

Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae

10.1016/j.spa.2012.02.002

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書目詳細資料
Main Authors:	Whiteley, N., Kantas, N., Jasra, A.
其他作者:	STATISTICS & APPLIED PROBABILITY
格式:	Article
出版:	2016
主題:	Feynman-Kac formulae Multiplicative drift condition Non-asymptotic variance
在線閱讀:	http://scholarbank.nus.edu.sg/handle/10635/125057
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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