Theory of Sequential Monte Carlo

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


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.


Posterior Distribution Growth Method Importance Weight Target Distribution Resampling Step 
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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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