Smoothing With Couplings of Conditional Particle Filters
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Publication:5130617
DOI10.1080/01621459.2018.1548856zbMath1445.62245arXiv1701.02002OpenAlexW2963535448WikidataQ128176886 ScholiaQ128176886MaRDI QIDQ5130617
Thomas B. Schön, Fredrik Lindsten, Pierre E. Jacob
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
Inference from stochastic processes and prediction (62M20) Monte Carlo methods (65C05) Stochastic particle methods (65C35)
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Uses Software
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