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1
المؤلفون: Mastrototaro, Alessandro, Olsson, Jimmy, Alenlöv, Johan
المصدر: Journal of the American Statistical Association. 119(545):356-367
مصطلحات موضوعية: Adaptive sequential Monte Carlo methods, Central limit theorem, Effective sample size, Particle-path degeneracy, Particle smoothing, State-space models
وصف الملف: electronic
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2Academic Journal
المساهمون: École polytechnique (X), Services répartis, Architectures, MOdélisation, Validation, Administration des Réseaux (SAMOVAR), Institut Mines-Télécom Paris (IMT)-Télécom SudParis (TSP), Institut de Recherche Mathématique de Rennes (IRMAR), Université de Rennes (UR)-Institut National des Sciences Appliquées - Rennes (INSA Rennes), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-École normale supérieure - Rennes (ENS Rennes)-Université de Rennes 2 (UR2)-Centre National de la Recherche Scientifique (CNRS)-Institut Agro Rennes Angers, Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro), Mathématiques et Informatique Appliquées (MIA Paris-Saclay), AgroParisTech-Université Paris-Saclay-Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement (INRAE), Laboratoire de Probabilités, Statistique et Modélisation (LPSM (UMR_8001)), Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS)-Université Paris Cité (UPCité), Department of Mathematics Sweden (KTH), Stockholm University, ANR-11-LABX-0020,LEBESGUE,Centre de Mathématiques Henri Lebesgue : fondements, interactions, applications et Formation(2011)
المصدر: ISSN: 1061-8600.
مصطلحات موضوعية: Importance sampling, Particle filtering and smoothing, Sequential Monte Carlo methods, Online estimation, Pseudo-marginal algorithms, [STAT.ME]Statistics [stat]/Methodology [stat.ME], [STAT.AP]Statistics [stat]/Applications [stat.AP]
Relation: info:eu-repo/semantics/altIdentifier/arxiv/2002.05438; hal-02476102; https://hal.science/hal-02476102; https://hal.science/hal-02476102v2/document; https://hal.science/hal-02476102v2/file/backwardIS.pdf; ARXIV: 2002.05438; WOS: 000954042000001
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3Report
المؤلفون: Acharya, Sushant, Chen, William, Del Negro, Marco, Dogra, Keshav, Gleich, Aidan, Goyal, Shlok, Matlin, Ethan, Lee, Donggyu, Sarfati, Reca, Sengupta, Sikata
مصطلحات موضوعية: ddc:330, C11, C32, D31, E32, E37, E52, HANK, Bayesian inference, sequential Monte Carlo methods
Relation: Series: Staff Report; No. 1071; gbv-ppn:185821923X; http://hdl.handle.net/10419/284031
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4Academic Journal
المساهمون: UCL - SST/ICTM - Institute of Information and Communication Technologies, Electronics and Applied Mathematics
المصدر: IEEE Transactions on Signal Processing, Vol. 70, no. 1, p. 2814–2825 (2022)
مصطلحات موضوعية: Optimal measurement times, Particle filtering, Sequential Monte Carlo methods, Sparse measurements, Genetic algorithm
Relation: boreal:269724; http://hdl.handle.net/2078.1/269724; urn:ISSN:1053-587X; urn:EISSN:1941-0476
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5Academic Journal
المؤلفون: Gloaguen, Pierre, Le Corff, Sylvain, Olsson, Jimmy
المساهمون: Mathématiques et Informatique Appliquées (MIA-Paris), Institut National de la Recherche Agronomique (INRA)-AgroParisTech, Institut Polytechnique de Paris (IP Paris), Communications, Images et Traitement de l'Information (TSP - CITI), Institut Mines-Télécom Paris (IMT)-Télécom SudParis (TSP), Traitement de l'Information Pour Images et Communications (TIPIC-SAMOVAR), Services répartis, Architectures, MOdélisation, Validation, Administration des Réseaux (SAMOVAR), Institut Mines-Télécom Paris (IMT)-Télécom SudParis (TSP)-Institut Mines-Télécom Paris (IMT)-Télécom SudParis (TSP), Department of Mathematics (KTH Royal Institute of Technology), KTH Royal Institute of Technology Stockholm (KTH )
المصدر: ISSN: 1350-7265 ; Bernoulli ; https://hal.science/hal-02194237 ; Bernoulli, 2022, 28 (4), pp.2606-2633. ⟨10.3150/21-BEJ1431⟩.
مصطلحات موضوعية: Central limit theorem CLT, Sequential Monte Carlo methods, Partially observed diffusions, Particle smoothing, Exponential concentration, Pseudo-marginal methods, [STAT.ME]Statistics [stat]/Methodology [stat.ME], [STAT.ML]Statistics [stat]/Machine Learning [stat.ML]
Relation: hal-02194237; https://hal.science/hal-02194237; https://hal.science/hal-02194237v3/document; https://hal.science/hal-02194237v3/file/1908.07254.pdf
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6Academic Journal
المؤلفون: Del Moral, P., Tugaut, J.
المصدر: The Annals of Applied Probability, 2018 Apr 01. 28(2), 790-850.
URL الوصول: https://www.jstor.org/stable/26542324
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7Academic Journal
المؤلفون: Zhang, Xudong, GREGG, JAMES, brown, keeghan
المصدر: SC Upstate Research Symposium
مصطلحات موضوعية: particle filters, sequential Monte Carlo methods, resampling, adaptive resampling, Computer Sciences
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8Dissertation/ Thesis
المؤلفون: Al-Saadony, Muhannad
المساهمون: Stander, Julian
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9Academic Journal
المؤلفون: Fearnhead, Paul, Liu, Zhen
المصدر: Journal of the Royal Statistical Society. Series B (Statistical Methodology), 2007 Jan 01. 69(4), 589-605.
URL الوصول: https://www.jstor.org/stable/4623285
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10Academic Journal
المؤلفون: Nesrine Amor, Muhammad Tayyab Noman, Michal Petru
المصدر: Polymers; Volume 13; Issue 16; Pages: 2592
مصطلحات موضوعية: classification, fiber reinforced polymer composites, artificial neural network, fuzzy logic, Sequential Monte Carlo methods
وصف الملف: application/pdf
Relation: Polymer Composites and Nanocomposites; https://dx.doi.org/10.3390/polym13162592
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11Academic Journal
المؤلفون: Del Moral, Pierre, Doucet, Arnaud, Jasra, Ajay
المصدر: Journal of the Royal Statistical Society. Series B (Statistical Methodology), 2006 Jan 01. 68(3), 411-436.
URL الوصول: https://www.jstor.org/stable/3879283
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12Dissertation/ Thesis
المؤلفون: Empacher, Fanny
المساهمون: Thomas, Len, Newman, Ken B., Engineering and Physical Sciences Research Council (EPSRC), University of St Andrews. School of Mathematics and Statistics
مصطلحات موضوعية: Bayesian inference, Sequential Monte Carlo methods, Population dynamics, Halichoerus grypus, State-space models, Particle filters, Kalman filter
وصف الملف: application/pdf; application/zip
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13Academic Journal
المؤلفون: Rue, Håvard, Steinsland, Ingelin, Erland, Sveinung
المصدر: Journal of the Royal Statistical Society. Series B (Statistical Methodology), 2004 Jan 01. 66(4), 877-892.
URL الوصول: https://www.jstor.org/stable/3647654
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14Academic Journal
المؤلفون: Chen, Rong, Liu, Jun S.
المصدر: Journal of the Royal Statistical Society. Series B (Statistical Methodology), 2000 Jan 01. 62(3), 493-508.
URL الوصول: https://www.jstor.org/stable/2680693
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15Academic Journal
المؤلفون: Pierre Gloaguen, Marie-Pierre Étienne, Sylvain Le Corff
المصدر: EURASIP Journal on Advances in Signal Processing, Vol 2018, Iss 1, Pp 1-14 (2018)
مصطلحات موضوعية: Stochastic differential equations, Smoothing, Sequential Monte Carlo Methods, Online estimation, Telecommunication, TK5101-6720, Electronics, TK7800-8360
وصف الملف: electronic resource
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16Academic Journal
المؤلفون: Rajesh Rohilla, Vanshaj Sikri, Rajiv Kapoor
المصدر: IET Computer Vision, Vol 11, Iss 3, Pp 207-219 (2017)
مصطلحات موضوعية: spider monkey optimisation assisted particle filter, sequential Monte Carlo methods, particle representation, state-space model, recursive Bayesian filter, PF, Computer applications to medicine. Medical informatics, R858-859.7, Computer software, QA76.75-76.765
وصف الملف: electronic resource
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17Academic Journal
المؤلفون: Axel Finke, Arnaud Doucet, Adam M Johansen
مصطلحات موضوعية: Statistics, Sequential Monte Carlo methods, Particle filters, Markov chain Monte Carlo methods, Almost sure convergence, Multivariate central limit theorem, Time-uniform convergence
Relation: 2134/12845810.v1; https://figshare.com/articles/journal_contribution/Limit_theorems_for_sequential_MCMC_methods/12845810
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18Academic JournalA Sequential Monte Carlo Approach for the pricing of barrier option in a Stochastic Volatility Model
المصدر: Electronic Journal of Applied Statistical Analysis; Vol 13, No 1 (2020): Electronic Journal of Applied Statistical Analysis; 128 - 145
مصطلحات موضوعية: Barrier Options, Stochastic Volatility, Sequential Monte Carlo methods, Bayesian re-sampling techniques, SABR model
وصف الملف: application/pdf
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19Report
المساهمون: Traitement de l'Information Pour Images et Communications (TIPIC-SAMOVAR), Services répartis, Architectures, MOdélisation, Validation, Administration des Réseaux (SAMOVAR), Institut Mines-Télécom Paris (IMT)-Télécom SudParis (TSP)-Institut Mines-Télécom Paris (IMT)-Télécom SudParis (TSP), Institut de Recherche Mathématique de Rennes (IRMAR), AGROCAMPUS OUEST, Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Université de Rennes 1 (UR1), Université de Rennes (UNIV-RENNES)-Université de Rennes (UNIV-RENNES)-Université de Rennes 2 (UR2), Université de Rennes (UNIV-RENNES)-École normale supérieure - Rennes (ENS Rennes)-Centre National de la Recherche Scientifique (CNRS)-Institut National des Sciences Appliquées - Rennes (INSA Rennes), Institut National des Sciences Appliquées (INSA)-Université de Rennes (UNIV-RENNES)-Institut National des Sciences Appliquées (INSA), Mathématiques et Informatique Appliquées (MIA-Paris), AgroParisTech-Université Paris-Saclay-Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement (INRAE), Department of Mathematics Sweden (KTH), Stockholm University
المصدر: https://hal.archives-ouvertes.fr/hal-02476102 ; 2021.
مصطلحات موضوعية: Importance sampling, Particle filtering and smoothing, Sequential Monte Carlo methods, Online estimation, Pseudo-marginal algorithms, [STAT.ME]Statistics [stat]/Methodology [stat.ME], [STAT.AP]Statistics [stat]/Applications [stat.AP]
Relation: info:eu-repo/semantics/altIdentifier/arxiv/2002.05438; hal-02476102; https://hal.archives-ouvertes.fr/hal-02476102; https://hal.archives-ouvertes.fr/hal-02476102v2/document; https://hal.archives-ouvertes.fr/hal-02476102v2/file/backwardIS.pdf; ARXIV: 2002.05438
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20Academic Journal
المؤلفون: Pierre Del Moral, Eric Moulines, Jimmy Olsson, Christelle Vergé
المصدر: Stochastic Systems, Vol 6, Iss 2, Pp 367-419 (2016)
مصطلحات موضوعية: Central limit theorem, exponential deviation, parallelization, particle island models, particle filter, sequential Monte Carlo methods, Probabilities. Mathematical statistics, QA273-280, Applied mathematics. Quantitative methods, T57-57.97
وصف الملف: electronic resource