Redrawing-resampling rejection controlled sequential importance sampling

Liu, XH; Li, N

Li, N (corresponding author), Ping An Technol Shenzhen Co Ltd, Dept Intelligent Engine, Shenzhen, Peoples R China.

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, ; ():

Abstract

Monte Carlo computation has been widely applied in the field of dynamic systems. This paper focuses on the general framework in the implementation of ......

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