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Can local particle filters beat the curse of dimensionality?

Author(s): Rebeschini, Patrick; van Handel, Ramon

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To refer to this page use: http://arks.princeton.edu/ark:/88435/pr14374
Publication Date: Oct-2015
Citation: Rebeschini, Patrick, van Handel, Ramon. (2015). Can local particle filters beat the curse of dimensionality?. The Annals of Applied Probability, 25 (5), 2809 - 2866. doi:10.1214/14-AAP1061
DOI: doi:10.1214/14-AAP1061
ISSN: 1050-5164
Pages: 2809 - 2866
Type of Material: Journal Article
Journal/Proceeding Title: The Annals of Applied Probability



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