Feynman-Kac and Interacting Particle Recipes
This chapter offers a series of Feynman-Kac and interacting particle modeling recipes that can be combined with one another and applied to every application discussed in this book. We have chosen to present this catalog of Feynman-Kac techniques for several reasons.
KeywordsMarkov Chain Particle Model Markov Transition Particle Approximation Genealogical Tree
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