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Particle-kernel estimation of the filter density in state-space models

Particle-kernel estimation of the filter density in state-space models

24 November 2011
Dan Crisan
Joaquín Míguez
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Papers citing "Particle-kernel estimation of the filter density in state-space models"

3 / 3 papers shown
Title
Uniform convergence over time of a nested particle filtering scheme for
  recursive parameter estimation in state--space Markov models
Uniform convergence over time of a nested particle filtering scheme for recursive parameter estimation in state--space Markov models
Dan Crisan
Joaquín Míguez
6
12
0
30 Mar 2016
A proof of uniform convergence over time for a distributed particle
  filter
A proof of uniform convergence over time for a distributed particle filter
Joaquín Míguez
M. A. Vázquez
22
22
0
05 Apr 2015
Biased Online Parameter Inference for State-Space Models
Biased Online Parameter Inference for State-Space Models
Yan Zhou
Ajay Jasra
29
9
0
01 Mar 2015
1