Uniform Stability of a Particle Approximation of the Optimal Filter Derivative

13 June 2011

Papers citing "Uniform Stability of a Particle Approximation of the Optimal Filter Derivative"

16 / 16 papers shown

Title
Recursive Learning of Asymptotic Variational Objectives Alessandro Mastrototaro Mathias Müller Jimmy Olsson 55 0 0 04 Nov 2024
Online Variational Sequential Monte Carlo Alessandro Mastrototaro Jimmy Olsson BDL OffRL 68 3 0 19 Dec 2023
Asymptotic behavior of the forecast-assimilation process with unstable dynamics Dan Crisan M. Ghil 64 3 0 06 Feb 2022
Efficient Learning of the Parameters of Non-Linear Models using Differentiable Resampling in Particle Filters Conor Rosato Vincent Beraud P. Horridge Thomas B. Schon Simon Maskell 82 14 0 02 Nov 2021
The Monte Carlo Transformer: a stochastic self-attention model for sequence prediction Alice Martin Charles Ollion Florian Strub Sylvain Le Corff Olivier Pietquin 55 6 0 15 Jul 2020
A pseudo-marginal sequential Monte Carlo online smoothing algorithm P. Gloaguen Sylvain Le Corff Jimmy Olsson 15 2 0 20 Aug 2019
Stability of Optimal Filter Higher-Order Derivatives V. Tadic Arnaud Doucet 45 4 0 25 Jun 2018
Bias of Particle Approximations to Optimal Filter Derivative V. Tadic Arnaud Doucet 47 1 0 25 Jun 2018
Asymptotic Properties of Recursive Maximum Likelihood Estimation in Non-Linear State-Space Models V. Tadic Arnaud Doucet 57 13 0 25 Jun 2018
Particle-based, online estimation of tangent filters with application to parameter estimation in nonlinear state-space models Jimmy Olsson Johan Westerborn Alenlöv 64 10 0 22 Dec 2017
Efficient parameter inference in general hidden Markov models using the filter derivatives Jimmy Olsson Johan Westerborn 108 4 0 21 Jan 2016
On Particle Methods for Parameter Estimation in State-Space Models N. Kantas Arnaud Doucet Sumeetpal S. Singh J. Maciejowski Nicolas Chopin 128 435 0 30 Dec 2014
Parameter Estimation in Hidden Markov Models with Intractable Likelihoods Using Sequential Monte Carlo S. Yıldırım Sumeetpal S. Singh Thomas Dean Ajay Jasra 89 36 0 17 Nov 2013
Bandwidth Selection In Pre-Smoothed Particle Filters T. S. Kleppe H. Skaug 48 5 0 27 Oct 2013
Nested particle filters for online parameter estimation in discrete-time state-space Markov models Dan Crisan Joaquín Míguez 136 95 0 08 Aug 2013
Particle approximations of the score and observed information matrix for parameter estimation in state space models with linear computational cost Christopher Nemeth Paul Fearnhead Lyudmila Mihaylova 158 45 0 04 Jun 2013