Antithetic sampling for sequential Monte Carlo methods with application to state-space models

Olsson, Jimmy, Bizjajeva, Svetlana . Annals of the Institute of Statistical Mathematics 2016. 68 (5) :1025-1053

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Bibtex

@article{CIS-407106,
  Author = {Olsson, Jimmy and Bizjajeva, Svetlana},
  Title = {Antithetic sampling for sequential Monte Carlo methods with application to state-space models},
  Journal = {Annals of the Institute of Statistical Mathematics},
  Volume = {68},
  Number = {5},
  Year = {2016},
  Pages = {1025--1053},
  Keywords = {}
}

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