Abstract
The previous chapter outlines a general Monte Carlo framework based on the sequential buildup strategy. Several essential elements are (a) the choice of the trial densities, (b) the resampling method, (c) the marginalization strategy, and (d) the rejection control. This chapter will illustrate how these generic strategies are applied to various application problems.
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© 2004 Springer Science+Business Media New York
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Liu, J.S. (2004). Sequential Monte Carlo in Action. 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_4
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DOI: https://doi.org/10.1007/978-0-387-76371-2_4
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-76369-9
Online ISBN: 978-0-387-76371-2
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