Independent Particle Filters

DOI10.1198/016214505000000349MaRDI QIDQ5754907zbMATH OpenOpenAlexFDO

Authors

Publication date 20 August 2007

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1198/016214505000000349

Mathematics Subject Classification ID

Statistics (62-XX)

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(31)

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• Vectorized and parallel particle filter SMC parameter estimation for stiff ODEs
• Stiefel manifold particle filtering
• The alive particle filter and its use in particle Markov chain Monte Carlo
• scientific article; zbMATH DE number 2044131 (Why is no real title available?)
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• Bayesian inference for nonlinear structural time series models
• Second-order extended particle filter with exponential family observation model
• A unification of weighted and unweighted particle filters
• scientific article; zbMATH DE number 7148143 (Why is no real title available?)
• On particle filters applied to electricity load forecasting
• Nonparametric particle filtering and smoothing with quasi-Monte Carlo sampling
• Properties of marginal sequential Monte Carlo methods
• The divide-and-conquer sequential Monte Carlo algorithm: theoretical properties and limit theorems
• Structured filtering
• A divide and conquer sequential Monte Carlo approach to high dimensional filtering
• Resampling strategy in sequential Monte Carlo for constrained sampling problems
• Reversed particle filtering for hidden Markov models
• State space emulation and annealed sequential Monte Carlo for high dimensional optimization
• Multi-stage stochastic frontier analysis for simple networks
• Optimal SIR algorithm vs. fully adapted auxiliary particle filter: a non asymptotic analysis
• A maximum entropy method for particle filtering
• A note on auxiliary particle filters

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