80 citations · 122 across the 11 of their papers we have counts for
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math.PR2019
On Synchronized Fleming-Viot Particle Systems
Frédéric Cérou, Arnaud Guyader, Mathias Rousset
This article presents a variant of Fleming-Viot particle systems, which are a standard way to approximate the law of a Markov process with killing as well as related quantities. Cl…
math.ST2019★ 5 cited
Variance Estimation in Adaptive Sequential Monte Carlo
Qiming Du, Arnaud Guyader
Sequential Monte Carlo (SMC) methods represent a classical set of techniques to simulate a sequence of probability measures through a simple selection/mutation mechanism. However,…