English Particle filter Cited by user Pierre-delmoral on 31 May 2015 Particle filters or Sequential Monte Carlo (SMC) methods are a set of on-line posterior density estimation algorithms that estimate the posterior density of the state-spac…
English Mean field particle methods Cited by user Pierre-delmoral on 31 Aug 2014 Mean field particle methods are a broad class of interacting type Monte Carlo algorithms for simulating from a sequence of probability distributions satisfying a…