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This paper concerns numerical assessment of Monte Carlo error in particle filters.
On the mathematical expectation of the moments of frequency distributions in the case of correlated observations
A. A. Tschuprow · 1923
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On the two different aspects of the representative method: the method of stratified sampling and the method of purposive selection
J. Neyman · 1934
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M. K. Pitt and N. Shephard · 1999
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Genealogies and increasing propagation of chaos for Feynman-Kac and genetic models
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Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference
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Feynman-Kac formulae: genealogical and interacting particle systems with applications
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H. P. Chan and T. L. Lai · 2013
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Stability properties of some particle filters
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Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers
C. Andrieu, A. Lee, and M. Vihola · 2016
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Adaptive particle allocation in iterated sequential Monte Carlo via approximating meta-models
A. Bhadra and E. L. Ionides · 2016
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