Convergence rates of kernel density estimates in particle filtering

DOI10.1016/J.SPL.2019.06.013MaRDI QIDQ2322686zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

convergence ratesparticle filteringkernel density estimates

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and prediction (62M20)

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Cites work

• scientific article; zbMATH DE number 5919872 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• A survey of convergence results on particle filtering methods for practitioners
• Introduction to nonparametric estimation
• On convergence of kernel density estimates in particle filtering.
• Particle-kernel estimation of the filter density in state-space models
• Sequential Monte Carlo Methods in Practice

Cited in

(4)

• Rates for branching particle approximations of continuous-discrete filters
• Convergence of the Markov Chain Distributed Particle Filter (MCDPF)
• On convergence of kernel density estimates in particle filtering.
• Convergence analysis of kernel learning FBSDE filter

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