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Nonlinear state space smoothing using the conditional particle filter

Nonlinear state space smoothing using the conditional particle filter

12 February 2015
Andreas Svensson
Thomas B. Schon
Manon Kok
ArXivPDFHTML

Papers citing "Nonlinear state space smoothing using the conditional particle filter"

3 / 3 papers shown
Title
Trust-Region Twisted Policy Improvement
Trust-Region Twisted Policy Improvement
Joery A. de Vries
Jinke He
Yaniv Oren
M. Spaan
OffRL
LRM
35
0
0
08 Apr 2025
Particle Gibbs for Likelihood-Free Inference of State Space Models with
  Application to Stochastic Volatility
Particle Gibbs for Likelihood-Free Inference of State Space Models with Application to Stochastic Volatility
Zhaoran Hou
Samuel W.K. Wong
24
0
0
20 Dec 2023
Adaptively switching between a particle marginal Metropolis-Hastings and
  a particle Gibbs kernel in SMC$^2$
Adaptively switching between a particle marginal Metropolis-Hastings and a particle Gibbs kernel in SMC2^22
Imke Botha
Robert Kohn
Leah F. South
Christopher C. Drovandi
23
0
0
21 Jul 2023
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