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Sequential Monte Carlo

Published online by Cambridge University Press:  24 October 2008

J. H. Halton
J. H. Halton
Affiliation:
Balliol CollegeOxford
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Abstract

This paper defines the concept of sequential Monte Carlo and outlines the principal modes of approach which may be expected to yield useful sequential processes. Three workable sequential processes, derived from a non-sequential method of J. von Neumann and S. M. Ulam for solving systems of linear algebraic equations, are described and analysed in detail.

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 58 , Issue 1 , January 1962 , pp. 57 - 78
Copyright
Copyright © Cambridge Philosophical Society 1962

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References

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