Perfect simulation for the Feynman-Kac law on the path space

Christophe Andrieu, Nicolas Chopin, Arnaud Doucet, Sylvain Rubenthaler

Research output: Contribution to journalArticle (Academic Journal)


This paper describes an algorithm of interest. This is a preliminary version and we intend on writing a better descripition of it and getting bounds for its complexity.
Original languageUndefined/Unknown
Publication statusPublished - 1 Oct 2012


  • math.PR
  • math.ST
  • stat.TH

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