Particle Methods
Dirk P. Kroese, Thomas Taimre, Zdravko I. Botev · Wiley series in probability and statistics · 2011
This chapter focuses on particle splitting methods with applications in the following areas: combinatorial counting problems such as the satisfiability (SAT) counting problem, Bayesian marginal likelihood estimation and simulation from posterior densities, combinatorial optimization problems such as the binary knapsack problem, the traveling salesman problem, and the quadratic assignment problem, and simulation from complex multidimensional pdfs with applications to network reliability estimation. Controlled Vocabulary Terms Bayesian statistics; probability