SMCTC: Sequential Monte Carlo in C++
Sequential Monte Carlo methods are a very general class of Monte Carlo methodsfor sampling from sequences of distributions. Simple examples of these algorithms areused very widely in the tracking and signal processing literature. Recent developmentsillustrate that these techniques have much more gen...
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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2009-04-01
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| Series: | Journal of Statistical Software |
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| Online Access: | http://www.jstatsoft.org/v30/i06/paper |