Asymptotic genealogies of interacting particle systems with an application to sequential Monte Carlo

5 April 2018

Papers citing "Asymptotic genealogies of interacting particle systems with an application to sequential Monte Carlo"

8 / 8 papers shown

Title
Counterexample to a transition probability formula for the ancestral process Sylvain Rubenthaler 41 1 0 05 May 2023
Adaptive online variance estimation in particle filters: the ALVar estimator Alessandro Mastrototaro Jimmy Olsson 90 2 0 19 Jul 2022
Weak Convergence of Non-neutral Genealogies to Kingman's Coalescent Suzie Brown Paul A. Jenkins A. M. Johansen Jere Koskela 54 1 0 11 Oct 2021
Fast and numerically stable particle-based online additive smoothing: the AdaSmooth algorithm Alessandro Mastrototaro Jimmy Olsson Johan Westerborn Alenlöv 19 8 0 01 Aug 2021
An invitation to sequential Monte Carlo samplers Chenguang Dai J. Heng Pierre E. Jacob N. Whiteley 132 68 0 23 Jul 2020
Simple conditions for convergence of sequential Monte Carlo genealogies with applications Suzie Brown Paul A. Jenkins A. M. Johansen Jere Koskela 76 5 0 30 Jun 2020
Sequential sampling of junction trees for decomposable graphs Jimmy Olsson T. Pavlenko Felix L. Rios 40 7 0 02 Jun 2018
Smoothing with Couplings of Conditional Particle Filters Pierre E. Jacob Fredrik Lindsten Thomas B. Schon 138 55 0 08 Jan 2017