Perfect simulation for the Feynman-Kac law on the path space
Probability
2013-03-05 v2 Statistics Theory
Statistics Theory
Abstract
This paper describes an algorithm of interest. This is a preliminary version and we intend on writing a better descripition of it and getting bounds for its complexity.
Keywords
Cite
@article{arxiv.1210.0376,
title = {Perfect simulation for the Feynman-Kac law on the path space},
author = {Christophe Andrieu and Nicolas Chopin and Arnaud Doucet and Sylvain Rubenthaler},
journal= {arXiv preprint arXiv:1210.0376},
year = {2013}
}