Discussion of "Sequential Quasi-Monte-Carlo Sampling" by M. Gerber and N. Chopin

Discussion of "Sequential Quasi-Monte-Carlo Sampling" by M. Gerber and N. Chopin

In this comment we consider whether QMC methods can be further embedded within SMC schemes in settings in which the transition density of the latent process is intractable and pseudo-marginal methods are deployed.

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Bibliographische Detailangaben
Hauptverfasser: Pollock, M, Johansen, A. M, Łatuszyński, K, Roberts, G. O
Format: Artikel
Sprache:eng
Schlagworte:
Statistics - Methodology
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Zusammenfassung:In this comment we consider whether QMC methods can be further embedded within SMC schemes in settings in which the transition density of the latent process is intractable and pseudo-marginal methods are deployed.
DOI:10.48550/arxiv.1502.01194