On the Behaviour of the Backward Interpretation of Feynman-Kac Formulae Under Verifiable Conditions (Q2949841): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / OpenAlex ID
 
Property / OpenAlex ID: W1489152233 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1312.5423 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4819702 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the stability of interacting processes with applications to filtering and genetic algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: A backward particle interpretation of Feynman-Kac formulae / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit theorems for weighted samples with applications to sequential Monte Carlo methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long-term stability of sequential Monte Carlo methods under verifiable conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forgetting the initial distribution for hidden Markov models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sequential Monte Carlo smoothing for general state space hidden Markov models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-asymptotic deviation inequalities for smoothed additive functionals in nonlinear state-space models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monte Carlo Smoothing for Nonlinear Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Particle approximations of the score and observed information matrix in state space models with application to parameter estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability properties of some particle filters / rank
 
Normal rank

Latest revision as of 20:14, 10 July 2024

scientific article
Language Label Description Also known as
English
On the Behaviour of the Backward Interpretation of Feynman-Kac Formulae Under Verifiable Conditions
scientific article

    Statements

    On the Behaviour of the Backward Interpretation of Feynman-Kac Formulae Under Verifiable Conditions (English)
    0 references
    0 references
    2 October 2015
    0 references
    particle filter
    0 references
    central limit theorem
    0 references
    smoothing
    0 references

    Identifiers