Independent Particle Filters

DOI10.1198/016214505000000349zbMATH Open1117.62388OpenAlexW2030608932MaRDI QIDQ5754907FDOQ5754907

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

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Mathematics Subject Classification ID

Statistics (62-XX)

Cited In (29)

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• Nonparametric particle filtering and smoothing with quasi-Monte Carlo sampling
• The divide-and-conquer sequential Monte Carlo algorithm: theoretical properties and limit theorems
• Coupled conditional backward sampling particle filter

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