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Convergence properties of weighted particle islands with application to
  the double bootstrap algorithm
v1v2 (latest)

Convergence properties of weighted particle islands with application to the double bootstrap algorithm

15 October 2014
P. Del Moral
Eric Moulines
Jimmy Olsson
Christelle Vergé
ArXiv (abs)PDFHTML

Papers citing "Convergence properties of weighted particle islands with application to the double bootstrap algorithm"

7 / 7 papers shown
Fast and numerically stable particle-based online additive smoothing:
  the AdaSmooth algorithm
Fast and numerically stable particle-based online additive smoothing: the AdaSmooth algorithm
Alessandro Mastrototaro
Jimmy Olsson
Johan Westerborn Alenlöv
394
9
0
01 Aug 2021
A Survey of Monte Carlo Methods for Parameter Estimation
A Survey of Monte Carlo Methods for Parameter EstimationEURASIP Journal on Advances in Signal Processing (EURASIP JASP), 2020
D. Luengo
Luca Martino
M. Bugallo
Victor Elvira
S. Särkkä
230
207
0
25 Jul 2021
Particle filter efficiency under limited communication
Particle filter efficiency under limited communication
Deborshee Sen
374
2
0
21 Apr 2019
Parallelising Particle Filters with Butterfly Interactions
Parallelising Particle Filters with Butterfly Interactions
K. Heine
N. Whiteley
A. Cemgil
277
8
0
04 Dec 2018
Group Importance Sampling for Particle Filtering and MCMC
Group Importance Sampling for Particle Filtering and MCMC
Luca Martino
Victor Elvira
G. Camps-Valls
398
73
0
10 Apr 2017
Quasi-stationary Monte Carlo and the ScaLE Algorithm
Quasi-stationary Monte Carlo and the ScaLE Algorithm
M. Pollock
Paul Fearnhead
A. M. Johansen
Gareth O. Roberts
408
24
0
12 Sep 2016
Efficient particle-based online smoothing in general hidden Markov
  models: the PaRIS algorithm
Efficient particle-based online smoothing in general hidden Markov models: the PaRIS algorithm
Jimmy Olsson
Johan Westerborn
279
39
0
23 Dec 2014
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