Efficient parameter inference in general hidden Markov models using the filter derivatives

21 January 2016

Papers citing "Efficient parameter inference in general hidden Markov models using the filter derivatives"

4 / 4 papers shown

Title
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
Efficient particle-based online smoothing in general hidden Markov models: the PaRIS algorithm Jimmy Olsson Johan Westerborn 75 34 0 23 Dec 2014
Uniform Stability of a Particle Approximation of the Optimal Filter Derivative P. Del Moral Arnaud Doucet Sumeetpal S. Singh 108 29 0 13 Jun 2011
Forward Smoothing using Sequential Monte Carlo P. Del Moral Arnaud Doucet Sumeetpal S. Singh 94 87 0 24 Dec 2010