Jimmy Olsson

Available identifiers

zbMath Open olsson.jimmyMaRDI QIDQ247664

List of research outcomes

Publication	Date of Publication	Type
Fast and Numerically Stable Particle-Based Online Additive Smoothing: The AdaSmooth Algorithm	2024-03-19	Paper
Backward Importance Sampling for Online Estimation of State Space Models	2024-01-22	Paper
Adaptive online variance estimation in particle filters: the ALVar estimator	2023-07-21	Paper
A similarity-based Bayesian mixture-of-experts model	2023-07-21	Paper
Sequential sampling of junction trees for decomposable graphs	2022-10-07	Paper
A pseudo-marginal sequential Monte Carlo online smoothing algorithm	2022-09-28	Paper
Particle-based online estimation of tangent filters with application to parameter estimation in nonlinear state-space models	2020-03-09	Paper
Posterior consistency for partially observed Markov models	2020-01-24	Paper
Particle-Based Adaptive-Lag Online Marginal Smoothing in General State-Space Models	2019-10-28	Paper
Bayesian learning of weakly structural Markov graph laws using sequential Monte Carlo methods	2019-09-13	Paper
Numerically stable online estimation of variance in particle filters	2019-04-30	Paper
Rao-Blackwellization of Particle Markov Chain Monte Carlo Methods Using Forward Filtering Backward Sampling	2018-07-18	Paper
Efficient particle-based online smoothing in general hidden Markov models: the PaRIS algorithm	2017-05-11	Paper
Convergence properties of weighted particle islands with application to the double bootstrap algorithm	2017-04-10	Paper
Antithetic sampling for sequential Monte Carlo methods with application to state-space models	2016-09-16	Paper
On the use of Markov chain Monte Carlo methods for the sampling of mixture models: a statistical perspective	2016-02-22	Paper
Adaptive sequential Monte Carlo by means of mixture of experts	2015-11-19	Paper
Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods	2014-10-17	Paper
Long-term stability of sequential Monte Carlo methods under verifiable conditions	2014-09-25	Paper
Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators	2013-05-28	Paper
Sequential Monte Carlo smoothing for general state space hidden Markov models	2012-01-10	Paper
Consistency of the maximum likelihood estimator for general hidden Markov models	2011-04-05	Paper
On the auxiliary particle filter	2009-06-18	Paper
Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models	2009-03-02	Paper
Asymptotic properties of particle filter-based maximum likelihood estimators for state space models	2008-03-18	Paper
On the use of sequential Monte Carlo methods for approximating smoothing functionals, with application to fixed parameter estimation	2007-11-20	Paper
Particle filter-based approximate maximum likelihood inference asymptotics in state-space models	2007-11-20	Paper

Research outcomes over time

Doctoral students

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