Inference and rare event simulation for stopped Markov processes via reverse-time sequential Monte Carlo
Crossref DOI link: https://doi.org/10.1007/s11222-017-9722-1
Published Online: 2017-01-24
Published Print: 2018-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Koskela, Jere http://orcid.org/0000-0002-2836-8777
Spanò, Dario
Jenkins, Paul A.
Funding for this research was provided by:
Engineering and Physical Sciences Research Council (EP/HO23364/1, EP/L018497/1)
License valid from 2017-01-24