Convergence rates of kernel density estimates in particle filtering
From MaRDI portal
Publication:2322686
DOI10.1016/J.SPL.2019.06.013zbMATH Open1458.62211OpenAlexW2955873455MaRDI QIDQ2322686FDOQ2322686
Authors: David Coufal
Publication date: 5 September 2019
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2019.06.013
Recommendations
- On convergence of kernel density estimates in particle filtering.
- A General Convergence Result for Particle Filtering
- A Basic Convergence Result for Particle Filtering
- On the rate of convergence of recursive kernel estimates of probability densities
- Convergence rates for residual branching particle filters
- The uniform convergence rate of kernel density estimate
- scientific article; zbMATH DE number 3965192
- Particle-kernel estimation of the filter density in state-space models
- scientific article; zbMATH DE number 3954051
- A survey of convergence results on particle filtering methods for practitioners
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and prediction (62M20)
Cites Work
- Sequential Monte Carlo Methods in Practice
- Title not available (Why is that?)
- Title not available (Why is that?)
- Introduction to nonparametric estimation
- A survey of convergence results on particle filtering methods for practitioners
- Particle-kernel estimation of the filter density in state-space models
- On convergence of kernel density estimates in particle filtering.
Cited In (3)
This page was built for publication: Convergence rates of kernel density estimates in particle filtering
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2322686)