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Theory of Sequential Monte Carlo

  • Jun S. Liu
Part of the Springer Series in Statistics book series (SSS)

Abstract

In the previous chapter, we introduced the basic framework of sequential importance sampling (SIS), in which one builds up the trial sampling distribution sequentially and computes the importance weights recursively.

Keywords

Posterior Distribution Growth Method Importance Weight Target Distribution Resampling Step 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 2004

Authors and Affiliations

  • Jun S. Liu
    • 1
  1. 1.Department of StatisticsHarvard UniversityCambridgeUSA

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