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Ch. Verg\'e 1 Moral, P. Del 1 Peters, G. W. 1
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An introduction to particle integration methods: with applications to risk and insurance
Moral, P. Del; Peters, G. W.; Ch. Verg\'e - arXiv.org - 2012
Interacting particle methods are increasingly used to sample from complex and high-dimensional distributions. These stochastic particle integration techniques can be interpreted as an universal acceptance-rejection sequential particle sampler equipped with adaptive and interacting recycling...
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