Work

SMC2: An Efficient Algorithm for Sequential Analysis of State Space Models

Year: 2012

Type: article

Source: Journal of the Royal Statistical Society Series B (Statistical Methodology)

DOI: 10.1111/j.1467-9868.2012.01046.x

Authors: N. Chopin, P. E. Jacob, O. Papaspiliopoulos

Institutions: Centre de Recherche en Économie et Statistique, ENSAE Paris, Université Paris Dauphine-PSL, Institució Catalana de Recerca i Estudis Avançats, Universitat Pompeu Fabra

Language: English

Topic: Markov Chains and Monte Carlo Methods

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

Funders: University of Texas at Austin, University College London, University of Oxford, Agence Nationale de la Recherche, AXA Research Fund

Award: Issues in Large Scale Monte Carlo

OpenAlex ID: W1876120984

FWCI: 19.2

Cites: 57

Cited by: 338

Related to: 10