On the two-filter approximations of marginal smoothing distributions in general state-space models (Q5214997)
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scientific article; zbMATH DE number 7163641
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English | On the two-filter approximations of marginal smoothing distributions in general state-space models |
scientific article; zbMATH DE number 7163641 |
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On the two-filter approximations of marginal smoothing distributions in general state-space models (English)
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5 February 2020
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sequential Monte Carlo
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two-filter smoothing
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state-space model
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particle filter
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