On the two-filter approximations of marginal smoothing distributions in general state space models

27 May 2016

Papers citing "On the two-filter approximations of marginal smoothing distributions in general state space models"

9 / 9 papers shown

Title
On Particle Methods for Parameter Estimation in State-Space Models N. Kantas Arnaud Doucet Sumeetpal S. Singh J. Maciejowski Nicolas Chopin 59 431 0 30 Dec 2014
Efficient particle-based online smoothing in general hidden Markov models: the PaRIS algorithm Jimmy Olsson Johan Westerborn 54 33 0 23 Dec 2014
Path storage in the particle filter Pierre E. Jacob Lawrence M. Murray Sylvain Rubenthaler 72 62 0 11 Jul 2013
Marginal Likelihood Computation for Hidden Markov Models via Generalized Two-Filter Smoothing A. Persing Ajay Jasra 72 7 0 02 Sep 2012
Convergence of a Particle-based Approximation of the Block Online Expectation Maximization Algorithm Sylvain Le Corff G. Fort 63 14 0 05 Nov 2011
Online Expectation Maximization based algorithms for inference in hidden Markov models Sylvain Le Corff G. Fort 61 28 0 19 Aug 2011
Non-asymptotic deviation inequalities for smoothed additive functionals in non-linear state-space models Cyrille Dubarry Sylvain Le Corff 63 12 0 19 Dec 2010
A Backward Particle Interpretation of Feynman-Kac Formulae P. Del Moral Arnaud Doucet Sumeetpal S. Singh 90 73 0 18 Aug 2009
Online EM Algorithm for Hidden Markov Models Olivier Cappé 71 176 0 17 Aug 2009