L^p (p>1) convergence results for particle filtering

MaRDI QIDQ3087262zbMATH OpenFDO

Authors Yuhua Guo, Xiaoyuan Yang

Publication date 16 August 2011

zbMATH Keywords

density functionsBayesian estimation conditional expectation

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

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• Enhanced consistency of the resampled convolution particle filter
• Convergence of Regularized Particle Filters for Stochastic Reaction Networks
• Algorithmic uniform rates of convergence for interacting particle filter
• Convergence of the Markov Chain Distributed Particle Filter (MCDPF)
• On convergence of kernel density estimates in particle filtering.
• General convergence result for continuous-discrete feedback particle filter

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