FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2034103227> ?p ?o ?g. }

• W2034103227 abstract "In the last decade, sequential Monte Carlo methods (SMC) emerged as a key tool in computational statistics [see, e.g., Sequential Monte Carlo Methods in Practice (2001) Springer, New York, Monte Carlo Strategies in Scientific Computing (2001) Springer, New York, Complex Stochastic Systems (2001) 109–173]. These algorithms approximate a sequence of distributions by a sequence of weighted empirical measures associated to a weighted population of particles, which are generated recursively. Despite many theoretical advances [see, e.g., J. Roy. Statist. Soc. Ser. B 63 (2001) 127–146, Ann. Statist. 33 (2005) 1983–2021, Feynman–Kac Formulae. Genealogical and Interacting Particle Systems with Applications (2004) Springer, Ann. Statist. 32 (2004) 2385–2411], the large-sample theory of these approximations remains a question of central interest. In this paper we establish a law of large numbers and a central limit theorem as the number of particles gets large. We introduce the concepts of weighted sample consistency and asymptotic normality, and derive conditions under which the transformations of the weighted sample used in the SMC algorithm preserve these properties. To illustrate our findings, we analyze SMC algorithms to approximate the filtering distribution in state-space models. We show how our techniques allow to relax restrictive technical conditions used in previously reported works and provide grounds to analyze more sophisticated sequential sampling strategies, including branching, resampling at randomly selected times, and so on." @default.
• W2034103227 created "2016-06-24" @default.
• W2034103227 creator A5000295817 @default.
• W2034103227 creator A5080327103 @default.
• W2034103227 date "2008-10-01" @default.
• W2034103227 modified "2023-10-01" @default.
• W2034103227 title "Limit theorems for weighted samples with applications to sequential Monte Carlo methods" @default.
• W2034103227 cites W1483307070 @default.
• W2034103227 cites W190778645 @default.
• W2034103227 cites W1979969656 @default.
• W2034103227 cites W1991485569 @default.
• W2034103227 cites W1992017526 @default.
• W2034103227 cites W2032309405 @default.
• W2034103227 cites W2044757463 @default.
• W2034103227 cites W2057487175 @default.
• W2034103227 cites W2064480843 @default.
• W2034103227 cites W2081741802 @default.
• W2034103227 cites W2085738358 @default.
• W2034103227 cites W2092349335 @default.
• W2034103227 cites W2136032750 @default.
• W2034103227 cites W2162733643 @default.
• W2034103227 cites W2168634963 @default.
• W2034103227 cites W3098843478 @default.
• W2034103227 cites W3294551 @default.
• W2034103227 cites W4244486013 @default.
• W2034103227 doi "https://doi.org/10.1214/07-aos514" @default.
• W2034103227 hasPublicationYear "2008" @default.
• W2034103227 type Work @default.
• W2034103227 sameAs 2034103227 @default.
• W2034103227 citedByCount "145" @default.
• W2034103227 countsByYear W20341032272012 @default.
• W2034103227 countsByYear W20341032272013 @default.
• W2034103227 countsByYear W20341032272014 @default.
• W2034103227 countsByYear W20341032272015 @default.
• W2034103227 countsByYear W20341032272016 @default.
• W2034103227 countsByYear W20341032272017 @default.
• W2034103227 countsByYear W20341032272018 @default.
• W2034103227 countsByYear W20341032272019 @default.
• W2034103227 countsByYear W20341032272020 @default.
• W2034103227 countsByYear W20341032272021 @default.
• W2034103227 countsByYear W20341032272022 @default.
• W2034103227 countsByYear W20341032272023 @default.
• W2034103227 crossrefType "journal-article" @default.
• W2034103227 hasAuthorship W2034103227A5000295817 @default.
• W2034103227 hasAuthorship W2034103227A5080327103 @default.
• W2034103227 hasBestOaLocation W20341032271 @default.
• W2034103227 hasConcept C105795698 @default.
• W2034103227 hasConcept C11413529 @default.
• W2034103227 hasConcept C118615104 @default.
• W2034103227 hasConcept C121332964 @default.
• W2034103227 hasConcept C121864883 @default.
• W2034103227 hasConcept C122123141 @default.
• W2034103227 hasConcept C144024400 @default.
• W2034103227 hasConcept C149923435 @default.
• W2034103227 hasConcept C150921843 @default.
• W2034103227 hasConcept C157286648 @default.
• W2034103227 hasConcept C166785042 @default.
• W2034103227 hasConcept C185767445 @default.
• W2034103227 hasConcept C19499675 @default.
• W2034103227 hasConcept C2776436953 @default.
• W2034103227 hasConcept C2778112365 @default.
• W2034103227 hasConcept C28826006 @default.
• W2034103227 hasConcept C2908647359 @default.
• W2034103227 hasConcept C33923547 @default.
• W2034103227 hasConcept C52421305 @default.
• W2034103227 hasConcept C52740198 @default.
• W2034103227 hasConcept C54355233 @default.
• W2034103227 hasConcept C86803240 @default.
• W2034103227 hasConceptScore W2034103227C105795698 @default.
• W2034103227 hasConceptScore W2034103227C11413529 @default.
• W2034103227 hasConceptScore W2034103227C118615104 @default.
• W2034103227 hasConceptScore W2034103227C121332964 @default.
• W2034103227 hasConceptScore W2034103227C121864883 @default.
• W2034103227 hasConceptScore W2034103227C122123141 @default.
• W2034103227 hasConceptScore W2034103227C144024400 @default.
• W2034103227 hasConceptScore W2034103227C149923435 @default.
• W2034103227 hasConceptScore W2034103227C150921843 @default.
• W2034103227 hasConceptScore W2034103227C157286648 @default.
• W2034103227 hasConceptScore W2034103227C166785042 @default.
• W2034103227 hasConceptScore W2034103227C185767445 @default.
• W2034103227 hasConceptScore W2034103227C19499675 @default.
• W2034103227 hasConceptScore W2034103227C2776436953 @default.
• W2034103227 hasConceptScore W2034103227C2778112365 @default.
• W2034103227 hasConceptScore W2034103227C28826006 @default.
• W2034103227 hasConceptScore W2034103227C2908647359 @default.
• W2034103227 hasConceptScore W2034103227C33923547 @default.
• W2034103227 hasConceptScore W2034103227C52421305 @default.
• W2034103227 hasConceptScore W2034103227C52740198 @default.
• W2034103227 hasConceptScore W2034103227C54355233 @default.
• W2034103227 hasConceptScore W2034103227C86803240 @default.
• W2034103227 hasIssue "5" @default.
• W2034103227 hasLocation W20341032271 @default.
• W2034103227 hasLocation W20341032272 @default.
• W2034103227 hasLocation W20341032273 @default.
• W2034103227 hasLocation W20341032274 @default.
• W2034103227 hasOpenAccess W2034103227 @default.
• W2034103227 hasPrimaryLocation W20341032271 @default.
• W2034103227 hasRelatedWork W1531120668 @default.
• W2034103227 hasRelatedWork W1824810860 @default.
• W2034103227 hasRelatedWork W2034103227 @default.

• next