Discussion of "Sequential Quasi-Monte-Carlo Sampling" by M. Gerber and N. Chopin
M. PollockA. M. JohansenK. ŁatuszyńskiG. O. Roberts
所有作者
M. PollockA. M. JohansenK. ŁatuszyńskiG. O. Roberts
文献摘要
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.