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.
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© 2004 Springer Science+Business Media New York
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Liu, J.S. (2004). Theory of Sequential Monte Carlo. In: Monte Carlo Strategies in Scientific Computing. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-0-387-76371-2_3
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DOI: https://doi.org/10.1007/978-0-387-76371-2_3
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-76369-9
Online ISBN: 978-0-387-76371-2
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