On the Behaviour of the Backward Interpretation of Feynman-Kac Formulae under Verifiable Conditions

19 December 2013

Papers citing "On the Behaviour of the Backward Interpretation of Feynman-Kac Formulae under Verifiable Conditions"

4 / 4 papers shown

Title
Particle-based adaptive-lag online marginal smoothing in general state-space models Johan Westerborn Alenlöv Jimmy Olsson 55 5 0 28 Dec 2018
Central Limit Theorems for Coupled Particle Filters Ajay Jasra Fangyuan Yu 66 18 0 11 Oct 2018
Particle-based, online estimation of tangent filters with application to parameter estimation in nonlinear state-space models Jimmy Olsson Johan Westerborn Alenlöv 76 10 0 22 Dec 2017
Uniform Stability of a Particle Approximation of the Optimal Filter Derivative P. Del Moral Arnaud Doucet Sumeetpal S. Singh 161 29 0 13 Jun 2011