Three discussions of the paper "sequential quasi-Monte Carlo sampling", by M. Gerber and N. Chopin
arXiv:1505.06473 · doi:10.1111/rssb.12104
Abstract
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 Statistical Society in London on December 10th, 2014.
Published in the Journal of the Royal Statistical Society, volume 77(3), pages 559, 569 and 570
References in corpus (8)
- The pseudo-marginal approach for efficient Monte Carlo computations
- Recursive Monte Carlo filters: Algorithms and theoretical analysis
- Sequential Monte Carlo smoothing for general state space hidden Markov models
- Consistency of Markov chain quasi-Monte Carlo on continuous state spaces
- Local antithetic sampling with scrambled nets
- GPU acceleration of the particle filter: the Metropolis resampler
- A Stable Particle Filter in High-Dimensions
- Lattice Particle Filters