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Journal Articles Stochastic Analysis and Applications Year : 2015

The Alive Particle Filter and Its Use in Particle Markov Chain Monte Carlo

Pierre Del Moral
Ajay Jasra
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Christopher Yau
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Xiaole Zhang
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hal-01669389 , version 1 (20-12-2017)

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Pierre Del Moral, Ajay Jasra, Anthony Lee, Christopher Yau, Xiaole Zhang. The Alive Particle Filter and Its Use in Particle Markov Chain Monte Carlo. Stochastic Analysis and Applications, 2015, 33 (6), pp.943 - 974. ⟨10.1080/07362994.2015.1060892⟩. ⟨hal-01669389⟩

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