On Importance Sampling for State Space Models
... appropriate value for λ is found, a new guess of the mode θb can be computed at the location gλ+ . Global convergence is ensured when an appropriate set of regularity conditions for the line-search is fulfilled, see Nocedal and Wright (1999) for a detailed discussion. To check these conditions, it i ...
... appropriate value for λ is found, a new guess of the mode θb can be computed at the location gλ+ . Global convergence is ensured when an appropriate set of regularity conditions for the line-search is fulfilled, see Nocedal and Wright (1999) for a detailed discussion. To check these conditions, it i ...
