Differentiable particle filters with smoothly jittered resampling

DOI10.5705/SS.202022.0256MaRDI QIDQ6554563zbMATH OpenFDO

Authors Yichao Li, Wenshuo Wang, Ke Deng, Jun S. Liu

Publication date 12 June 2024

Published in STATISTICA SINICA (Search for Journal in Brave)

zbMATH Keywords

sequential Monte Carloresamplingstate space modelsreparametrization trick

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 1666084 (Why is no real title available?)
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• Sequential Monte Carlo Methods for Dynamic Systems
• Sequential quasi Monte Carlo. With discussion and authors' reply
• Simple statistical gradient-following algorithms for connectionist reinforcement learning
• Stratification and optimal resampling for sequential Monte Carlo

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