Computational aspects of sequential Monte Carlo filter and smoother (Q457255): Difference between revisions

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+Nonlinear Bayesian estimation using Gaussian sum approximations
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+Q3993534
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+Smoothing algorithms for state-space models
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+Q3015761
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+Sequential Monte Carlo Methods in Practice
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+A sequential smoothing algorithm with linear computational cost
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+Monte carlo filter using the genetic algorithm operators
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+Non-Gaussian State-Space Modeling of Nonstationary Time Series
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+The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother
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+Filtering via Simulation: Auxiliary Particle Filters
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+Smoothing estimation of stochastic processes: Two-filter formulas
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+Bayesian forecasting and dynamic models
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