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

2015/02/04 by Pollock, M., Johansen, A. M., Łatuszyński, K. +1
#FOS: Computer and information sciences #Methodology (stat.ME)

paper · doi:10.48550/arxiv.1502.01194

Abstract

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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