Smoothing With Couplings of Conditional Particle Filters
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Publication:5130617
DOI10.1080/01621459.2018.1548856zbMath1445.62245arXiv1701.02002MaRDI QIDQ5130617
Pierre E. Jacob, Fredrik Lindsten, Thomas B. Schön
Publication date: 28 October 2020
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1701.02002
62M20: Inference from stochastic processes and prediction
65C05: Monte Carlo methods
65C35: Stochastic particle methods
Uses Software