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Pré-Publication, Document De Travail Année : 2010

On Particle Learning

Résumé

This document is the aggregation of six discussions of Lopes et al. (2010) that we submitted to the proceedings of the Ninth Valencia Meeting, held in Benidorm, Spain, on June 3-8, 2010, in conjunction with Hedibert Lopes' talk at this meeting. The main point in those discussions is the potential for degeneracy in the particle learning methodology, related with the exponential forgetting of the past simulations. We illustrate in particular the resulting difficulties in the case of mixtures.

Dates et versions

hal-00494357 , version 1 (23-06-2010)

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Nicolas Chopin, Alessandra Iacobucci, Jean-Michel Marin, Kerrie Mengersen, Christian Robert, et al.. On Particle Learning. 2010. ⟨hal-00494357⟩
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