It is possible to implement importance sampling, and particle filter algorithms, where the importance sampling weight is random. Such random-weight algorithms have been shown to be efficient for ...

Whenever SLAC National Accelerator Laboratory's linear accelerator is on, packs of around a billion electrons each travel together at nearly the speed of light through metal piping. These electron ...

This paper shows how particle filtering facilitates likelihood-based inference in dynamic macroeconomic models. The economies can be non-linear and/or non-normal. We describe how to use the output ...