Pages that link to "Item:Q4933350"

The following pages link to A backward particle interpretation of Feynman-Kac formulae (Q4933350):

Displaying 18 items.

• On particle methods for parameter estimation in state-space models (Q254462) (← links)
• Likelihood computation for hidden Markov models via generalized two-filter smoothing (Q385121) (← links)
• Stability properties of some particle filters (Q389073) (← links)
• Sequential Monte Carlo smoothing for general state space hidden Markov models (Q657691) (← links)
• A sharp first order analysis of Feynman-Kac particle models. I: Propagation of chaos (Q1683821) (← links)
• Unbiased estimation of the gradient of the log-likelihood for a class of continuous-time state-space models (Q2121629) (← links)
• Particle-based online estimation of tangent filters with application to parameter estimation in nonlinear state-space models (Q2304257) (← links)
• Non-asymptotic deviation inequalities for smoothed additive functionals in nonlinear state-space models (Q2435241) (← links)
• A pseudo-marginal sequential Monte Carlo online smoothing algorithm (Q2676934) (← links)
• An Introduction to Particle Methods with Financial Applications (Q2917424) (← links)
• Book Review: Fundamentals of stochastic filtering (Q2949094) (← links)
• On the Behaviour of the Backward Interpretation of Feynman-Kac Formulae Under Verifiable Conditions (Q2949841) (← links)
• On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering (Q3114566) (← links)
• Sequential Monte Carlo Methods for Option Pricing (Q3168706) (← links)
• On the two-filter approximations of marginal smoothing distributions in general state-space models (Q5214997) (← links)
• Approximate Bayesian Computation for a Class of Time Series Models (Q6064614) (← links)
• Variance estimation for sequential Monte Carlo algorithms: a backward sampling approach (Q6120821) (← links)
• On backward smoothing algorithms (Q6183776) (← links)