Second-order extended particle filter with exponential family observation model
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Publication:5036862
DOI10.1080/00949655.2020.1767103OpenAlexW3027997149WikidataQ115551859 ScholiaQ115551859MaRDI QIDQ5036862FDOQ5036862
Authors: Xing Zhang, Zhibin Yan 
Publication date: 23 February 2022
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2020.1767103
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Cites Work
- Graphical models, exponential families, and variational inference
- Exponential-family random graph models for valued networks
- Sequential Imputations and Bayesian Missing Data Problems
- Particle Markov Chain Monte Carlo Methods
- Bayesian forecasting and dynamic models.
- Independent Particle Filters
- A general theory of particle filters in hidden Markov models and some applications
- A Survey of Sequential Monte Carlo Methods for Economics and Finance
- Asymptotic Stability of the Wonham Filter: Ergodic and Nonergodic Signals
- Some contributions to sequential Monte Carlo methods for option pricing
Cited In (4)
- A novel particle filtering for nonlinear systems with multi-step randomly delayed measurements
- Second-order Accurate Ensemble Transform Particle Filters
- An improved Bayesian filter for nonlinear systems under multistep randomly delayed and lost measurements
- An algorithm for approximating the second moment of the normalizing constant estimate from a particle filter
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