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Uniform Time Average Consistency of Monte Carlo Particle Filters
v1v2 (latest)

Uniform Time Average Consistency of Monte Carlo Particle Filters

1 December 2008
R. Handel
ArXiv (abs)PDFHTML

Papers citing "Uniform Time Average Consistency of Monte Carlo Particle Filters"

17 / 17 papers shown
Q-Learning for Stochastic Control under General Information Structures
  and Non-Markovian Environments
Q-Learning for Stochastic Control under General Information Structures and Non-Markovian Environments
A. D. Kara
S. Yüksel
350
14
0
31 Oct 2023
Recurrent Neural Networks and Universal Approximation of Bayesian
  Filters
Recurrent Neural Networks and Universal Approximation of Bayesian FiltersInternational Conference on Artificial Intelligence and Statistics (AISTATS), 2022
A. Bishop
Edwin V. Bonilla
BDL
341
4
0
01 Nov 2022
Mixing it up: A general framework for Markovian statistics
Mixing it up: A general framework for Markovian statisticsAnnales De L Institut Henri Poincare-probabilites Et Statistiques (Ann. IHP Probab. Stat.), 2020
Niklas Dexheimer
Claudia Strauch
Lukas Trottner
444
8
0
31 Oct 2020
Approximating Posterior Predictive Distributions by Averaging Output
  From Many Particle Filters
Approximating Posterior Predictive Distributions by Averaging Output From Many Particle Filters
Taylor R. Brown
252
2
0
27 Jun 2020
On the Mathematical Theory of Ensemble (Linear-Gaussian) Kalman-Bucy
  Filtering
On the Mathematical Theory of Ensemble (Linear-Gaussian) Kalman-Bucy Filtering
A. Bishop
P. Del Moral
414
35
0
16 Jun 2020
Particle-based adaptive-lag online marginal smoothing in general
  state-space models
Particle-based adaptive-lag online marginal smoothing in general state-space models
Johan Westerborn Alenlöv
Jimmy Olsson
307
5
0
28 Dec 2018
Stable approximation schemes for optimal filters
Stable approximation schemes for optimal filters
Dan Crisan
A. López-Yela
Joaquín Míguez
309
9
0
02 Sep 2018
Learning dynamical systems with particle stochastic approximation EM
Learning dynamical systems with particle stochastic approximation EM
Andreas Svensson
Fredrik Lindsten
295
9
0
25 Jun 2018
A proof of uniform convergence over time for a distributed particle
  filter
A proof of uniform convergence over time for a distributed particle filterSignal Processing (Signal Process.), 2015
Joaquín Míguez
M. A. Vázquez
338
23
0
05 Apr 2015
On the Behaviour of the Backward Interpretation of Feynman-Kac Formulae
  under Verifiable Conditions
On the Behaviour of the Backward Interpretation of Feynman-Kac Formulae under Verifiable ConditionsJournal of Applied Probability (JAP), 2013
Ajay Jasra
266
12
0
19 Dec 2013
Path storage in the particle filter
Path storage in the particle filterStatistics and computing (Stat. Comput.), 2013
Pierre E. Jacob
Lawrence M. Murray
Sylvain Rubenthaler
423
63
0
11 Jul 2013
Twisted particle filters
Twisted particle filters
N. Whiteley
Anthony Lee
706
46
0
30 Sep 2012
Error Bounds and Normalizing Constants for Sequential Monte Carlo in
  High Dimensions
Error Bounds and Normalizing Constants for Sequential Monte Carlo in High Dimensions
A. Beskos
Dan Crisan
Ajay Jasra
N. Whiteley
617
21
0
07 Dec 2011
Stability properties of some particle filters
Stability properties of some particle filters
N. Whiteley
335
81
0
30 Sep 2011
Linear Variance Bounds for Particle Approximations of Time-Homogeneous
  Feynman-Kac Formulae
Linear Variance Bounds for Particle Approximations of Time-Homogeneous Feynman-Kac Formulae
N. Whiteley
N. Kantas
Ajay Jasra
357
25
0
19 Aug 2011
Online Expectation Maximization based algorithms for inference in hidden
  Markov models
Online Expectation Maximization based algorithms for inference in hidden Markov models
Sylvain Le Corff
G. Fort
389
31
0
19 Aug 2011
Sequential Monte Carlo samplers: error bounds and insensitivity to
  initial conditions
Sequential Monte Carlo samplers: error bounds and insensitivity to initial conditions
N. Whiteley
320
41
0
21 Mar 2011
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