Uniform Time Average Consistency of Monte Carlo Particle Filters

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Uniform Time Average Consistency of Monte Carlo Particle Filters

1 December 2008

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

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Title
Q-Learning for Stochastic Control under General Information Structures and Non-Markovian Environments A. D. Kara S. Yüksel 66 10 0 31 Oct 2023
Recurrent Neural Networks and Universal Approximation of Bayesian Filters A. Bishop Edwin V. Bonilla BDL 80 3 0 01 Nov 2022
Mixing it up: A general framework for Markovian statistics Niklas Dexheimer Claudia Strauch Lukas Trottner 99 9 0 31 Oct 2020
Approximating Posterior Predictive Distributions by Averaging Output From Many Particle Filters Taylor R. Brown 27 2 0 27 Jun 2020
On the Mathematical Theory of Ensemble (Linear-Gaussian) Kalman-Bucy Filtering A. Bishop P. Del Moral 92 26 0 16 Jun 2020
Particle-based adaptive-lag online marginal smoothing in general state-space models Johan Westerborn Alenlöv Jimmy Olsson 53 5 0 28 Dec 2018
Stable approximation schemes for optimal filters Dan Crisan A. López-Yela Joaquín Míguez 98 7 0 02 Sep 2018
Learning dynamical systems with particle stochastic approximation EM Andreas Svensson Fredrik Lindsten 105 9 0 25 Jun 2018
A proof of uniform convergence over time for a distributed particle filter Joaquín Míguez M. A. Vázquez 105 22 0 05 Apr 2015
On the Behaviour of the Backward Interpretation of Feynman-Kac Formulae under Verifiable Conditions Ajay Jasra 68 13 0 19 Dec 2013
Path storage in the particle filter Pierre E. Jacob Lawrence M. Murray Sylvain Rubenthaler 134 62 0 11 Jul 2013
Twisted particle filters N. Whiteley Anthony Lee 151 41 0 30 Sep 2012
Error Bounds and Normalizing Constants for Sequential Monte Carlo in High Dimensions A. Beskos Dan Crisan Ajay Jasra N. Whiteley 436 22 0 07 Dec 2011
Stability properties of some particle filters N. Whiteley 105 82 0 30 Sep 2011
Linear Variance Bounds for Particle Approximations of Time-Homogeneous Feynman-Kac Formulae N. Whiteley N. Kantas Ajay Jasra 150 24 0 19 Aug 2011
Online Expectation Maximization based algorithms for inference in hidden Markov models Sylvain Le Corff G. Fort 123 28 0 19 Aug 2011
Sequential Monte Carlo samplers: error bounds and insensitivity to initial conditions N. Whiteley 100 40 0 21 Mar 2011