On the Behaviour of the Backward Interpretation of Feynman-Kac Formulae under Verifiable Conditions

19 December 2013

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

7 / 7 papers shown

Title
Long-term stability of sequential Monte Carlo methods under verifiable conditions Randal Douc Eric Moulines Jimmy Olsson 124 48 0 30 Mar 2012
Stability properties of some particle filters N. Whiteley 92 81 0 30 Sep 2011
Linear Variance Bounds for Particle Approximations of Time-Homogeneous Feynman-Kac Formulae N. Whiteley N. Kantas Ajay Jasra 146 24 0 19 Aug 2011
On the Stability of Sequential Monte Carlo Methods in High Dimensions A. Beskos Dan Crisan Ajay Jasra 152 172 0 21 Mar 2011
Non-asymptotic deviation inequalities for smoothed additive functionals in non-linear state-space models Cyrille Dubarry Sylvain Le Corff 95 12 0 19 Dec 2010
A Backward Particle Interpretation of Feynman-Kac Formulae P. Del Moral Arnaud Doucet Sumeetpal S. Singh 146 73 0 18 Aug 2009
Uniform Time Average Consistency of Monte Carlo Particle Filters R. Handel 83 51 0 01 Dec 2008