125 citations
- Centre de Recherche en Économie et StatistiqueFR34 papers
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Showing 2015 · stat.COShow all
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stat.CO2015★ 1 cited
Convergence of Sequential Quasi-Monte Carlo Smoothing Algorithms
Mathieu Gerber, Nicolas Chopin
Gerber and Chopin (2015) recently introduced Sequential quasi-Monte Carlo (SQMC) algorithms as an efficient way to perform filtering in state-space models. The basic idea is to rep…
stat.CO2015★ 125 cited
Three discussions of the paper "sequential quasi-Monte Carlo sampling", by M. Gerber and N. Chopin
Julyan Arbel, Igor Prunster, Christian P. Robert +1
This is a collection of three written discussions of the paper "sequential quasi-Monte Carlo sampling" by M. Gerber and N. Chopin, following the presentation given before the Royal…