most citedBayesian Learning and Predictability in a Stochastic Nonlinear Dynamical Model

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math.PR2012

Feynman-Kac particle integration with geometric interacting jumps

Pierre Del Moral, Pierre E. Jacob, Anthony Lee +2

This article is concerned with the design and analysis of discrete time Feynman-Kac particle integration models with geometric interacting jump processes. We analyze two general ty…