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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

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

3 / 3 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
23
5
0
28 Dec 2018
Central Limit Theorems for Coupled Particle Filters
Central Limit Theorems for Coupled Particle Filters
Ajay Jasra
Fangyuan Yu
11
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
23
10
0
22 Dec 2017