A Theoretical Framework for Sequential Importance Sampling with Resampling

Jun S. Liu, Rong Chen, Tanya Logvinenko. A Theoretical Framework for Sequential Importance Sampling with Resampling. In Sequential Monte Carlo Methods in Practice. Statistics for Engineering and Information Science, pages 225-246, Springer, 2001. [doi]

Authors

Jun S. Liu

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Rong Chen

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Tanya Logvinenko

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