On Particle Learning
This document is the aggregation of several discussions of Lopes et al. (2010) we submitted tothe proceedings of the Ninth Valencia Meeting, held in Benidorm, Spain, on June 3–8, 2010, inconjunction with Hedibert Lopes’ talk at this meeting. The main point in those discussions is thepotential for degeneracy in the particle learning methodology, related with the exponential forgettingof the past simulations. We illustrate the resulting difficulties in the case of mixtures.
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