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Journal articles (2020), Annals of Statistics, 48 (5), pp. 2904-2929

Controlled Sequential Monte Carlo

HENG Jeremy , BISHOP A. N., DELIGIANNIDIS G., DOUCET A.

Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in statistics and Link to the article

HENG, J., BISHOP, A.N., DELIGIANNIDIS, G. and DOUCET, A. (2020). Controlled Sequential Monte Carlo. Annals of Statistics, 48(5), pp. 2904-2929.