On backward smoothing algorithms
From MaRDI portal
Publication:6183776
DOI10.1214/23-aos2324arXiv2207.00976OpenAlexW4389815315MaRDI QIDQ6183776
Publication date: 4 January 2024
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2207.00976
Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Complexity and performance of numerical algorithms (65Y20)
Cites Work
- Unnamed Item
- Unnamed Item
- Efficient particle-based online smoothing in general hidden Markov models: the PaRIS algorithm
- Sequential Monte Carlo smoothing for general state space hidden Markov models
- Stochastic Lotka-Volterra food chains
- On coupling particle filter trajectories
- Genealogies and increasing propagation of chaos for Feynman-Kac and genetic models.
- Non-asymptotic deviation inequalities for smoothed additive functionals in nonlinear state-space models
- Foundations of multidimensional and metric data structures.
- A pseudo-marginal sequential Monte Carlo online smoothing algorithm
- Mean Field Simulation for Monte Carlo Integration
- Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)
- A sequential smoothing algorithm with linear computational cost
- Particle Filters for Partially Observed Diffusions
- Filtering via Simulation: Auxiliary Particle Filters
- Multilevel Particle Filters
- Particle Markov Chain Monte Carlo Methods
- A backward particle interpretation of Feynman-Kac formulae
- Online Smoothing for Diffusion Processes Observed with Noise
- An Introduction to Sequential Monte Carlo
- Smoothing With Couplings of Conditional Particle Filters
- Sequential Quasi Monte Carlo
- Monte Carlo Smoothing for Nonlinear Time Series
This page was built for publication: On backward smoothing algorithms
