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stat.CO2016
Perfect and -Perfect Simulation Methods for the One Dimensional Kac Equation
Jem Corcoran, Dale Jennings, Paul VaughanMiller
We review the derivation of the Kac master equation model for random collisions of particles, its relationship to the Poisson process, and existing algorithms for simulating values…
stat.CO2014
Particle Filtering and Smoothing Using Windowed Rejection Sampling
J. N. Corcoran, D. Jennings
"Particle methods" are sequential Monte Carlo algorithms, typically involving importance sampling, that are used to estimate and sample from joint and marginal densities from a col…