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We derive and study SQMC (Sequential Quasi-Monte Carlo), a class of algorithms obtained by introducing QMC point sets in particle filtering.
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Improved particle filter for nonlinear problems
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Central limit theorem for nonlinear filtering and interacting particle systems
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Filtering via simulation: auxiliary particle filters
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Quasirandom walk methods
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Sequential Monte Carlo Methods in Practice
Doucet, A., de Freitas, N., and Gordon, N. J. (2001) · 2001
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The mean square discrepancy of scrambled ( t , s ) (t,s) -sequences
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L’Ecuyer, P., Lécot, C., and L’Archevêque-Gaudet, A. (2009) · 2008
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