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"Gaussian proposal density using moment matching in SMC methods."

Saikat Saha et al. (2009)

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DOI: 10.1007/S11222-008-9084-9

access: closed

type: Journal Article

metadata version: 2020-03-25

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  - journals/sac/SahaMBDB09
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  - https://dblp.org/rec/journals/sac/SahaMBDB09
Saikat Saha, Pranab Kumar Mandal, Yvo Boers, Hans Driessen, Arunabha Bagchi:
Gaussian proposal density using moment matching in SMC methods. Stat. Comput. 19(2): 203-208 (2009)

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