Uniform Stability of a Particle Approximation of the Optimal Filter Derivative

13 June 2011

Papers citing "Uniform Stability of a Particle Approximation of the Optimal Filter Derivative"

8 / 8 papers shown

Title
Efficient parameter inference in general hidden Markov models using the filter derivatives Jimmy Olsson Johan Westerborn 64 4 0 21 Jan 2016
On Particle Methods for Parameter Estimation in State-Space Models N. Kantas Arnaud Doucet Sumeetpal S. Singh J. Maciejowski Nicolas Chopin 67 434 0 30 Dec 2014
On the Behaviour of the Backward Interpretation of Feynman-Kac Formulae under Verifiable Conditions Ajay Jasra 60 13 0 19 Dec 2013
Stability properties of some particle filters N. Whiteley 76 81 0 30 Sep 2011
Sequential Monte Carlo samplers: error bounds and insensitivity to initial conditions N. Whiteley 88 40 0 21 Mar 2011
On the Stability of Sequential Monte Carlo Methods in High Dimensions A. Beskos Dan Crisan Ajay Jasra 118 172 0 21 Mar 2011
A Backward Particle Interpretation of Feynman-Kac Formulae P. Del Moral Arnaud Doucet Sumeetpal S. Singh 114 73 0 18 Aug 2009
On the Forward Filtering Backward Smoothing particle approximations of the smoothing distribution in general state spaces models Randal Douc Aurélien Garivier Eric Moulines Jimmy Olsson 111 20 0 02 Apr 2009