On the Behaviour of the Backward Interpretation of Feynman-Kac Formulae Under Verifiable Conditions

DOI10.1239/jap/1437658602zbMath1327.62036arXiv1312.5423OpenAlexW1489152233MaRDI QIDQ2949841

Ajay Jasra

Publication date: 2 October 2015

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.5423

zbMATH Keywords

smoothingcentral limit theoremparticle filter

Mathematics Subject Classification ID

Bayesian inference (62F15) General considerations in statistical decision theory (62C05)

Related Items

On the stability of positive semigroups ⋮ On Large Lag Smoothing for Hidden Markov Models ⋮ Particle-based online estimation of tangent filters with application to parameter estimation in nonlinear state-space models ⋮ Error estimates on ergodic properties of discretized Feynman-Kac semigroups ⋮ Central limit theorems for coupled particle filters ⋮ Uniform Stability of a Particle Approximation of the Optimal Filter Derivative

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