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20172026
most citedThe divide-and-conquer sequential Monte Carlo algorithm: theoretical properties and limit theorems

4 citations · 7 across the 18 of their papers we have counts for

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math.ST2021

Product-form estimators: exploiting independence to scale up Monte Carlo

Juan Kuntz, Francesca R. Crucinio, Adam M. Johansen

We introduce a class of Monte Carlo estimators that aim to overcome the rapid growth of variance with dimension often observed for standard estimators by exploiting the target's in…