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Discussion of: \Sequential Quasi-Monte-Carlo Sampling" by Mathieu Gerber and Nicolas Chopin
Mathieu Gerber Nicolas Chopin
2015/8/21
We congratulate Gerber and Chopin for a very interesting paper with much
promise for applications. SQMC is similar to array-RQMC (L'Ecuyer et al.,
2008), in using T sets of N points in [0;1]d
inste...
State and parameter estimation using Monte Carlo evaluation of path integrals
parameter estimation path integrals Monte Carlo
2010/4/6
Transferring information from observations of a dynamical system to estimate the fixed parameters and unobserved states of a system model can be formulated as the evaluation of a discrete time path in...