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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 Conditions

19 December 2013
Ajay Jasra
ArXiv (abs)PDFHTML

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
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
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
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
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
1