An Introduction to Twisted Particle Filters and Parameter Estimation in Non-linear State-space Models

30 September 2015

Papers citing "An Introduction to Twisted Particle Filters and Parameter Estimation in Non-linear State-space Models"

3 / 3 papers shown

Title
Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms Christophe Andrieu M. Vihola 88 127 0 04 Oct 2012
Twisted particle filters N. Whiteley Anthony Lee 83 41 0 30 Sep 2012
The pseudo-marginal approach for efficient Monte Carlo computations Christophe Andrieu Gareth O. Roberts 172 895 0 31 Mar 2009