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math.PR2013★ 3 cited
A Lognormal Central Limit Theorem for Particle Approximations of Normalizing Constants
Jean Bérard, Pierre Del-Moral, Arnaud Doucet
This paper deals with the numerical approximation of normalizing constants produced by particle methods, in the general framework of Feynman-Kac sequences of measures. It is well-k…
math.PR2013
On parallel implementation of Sequential Monte Carlo methods: the island particle model
Christelle Vergé, Cyrille Dubarry, Pierre Del Moral +1
The approximation of the Feynman-Kac semigroups by systems of interacting particles is a very active research field, with applications in many different areas. In this paper, we st…