Parallelizing particle filters with butterfly interactions
Author:
Affiliation:
1. Department of Mathematical SciencesUniversity of Bath Bath UK
2. School of MathematicsUniversity of Bristol Bristol UK
3. Department of Computer EngineeringBoğaziçi University Istanbul Turkey
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/sjos.12408
Reference26 articles.
1. Resampling algorithms and architectures for distributed particle filters
2. Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference
3. A survey of convergence results on particle filtering methods for practitioners
4. Feynman-Kac Formulae
5. Central limit theorem for nonlinear filtering and interacting particle systems
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