Differentiable particle filters with smoothly jittered resampling
From MaRDI portal
Publication:6554563
DOI10.5705/SS.202022.0256MaRDI QIDQ6554563FDOQ6554563
Authors: Yichao Li, Wenshuo Wang, Ke Deng, Jun S. Liu 
Publication date: 12 June 2024
Published in: STATISTICA SINICA (Search for Journal in Brave)
Cites Work
- A nonparametric ensemble transform method for Bayesian inference
- Particle Markov Chain Monte Carlo Methods
- Blind Deconvolution via Sequential Imputations
- Sequential Monte Carlo Methods for Dynamic Systems
- Particle approximations of the score and observed information matrix in state space models with application to parameter estimation
- On-Line Inference for Hidden Markov Models via Particle Filters
- An introduction to sequential Monte Carlo
- Simple statistical gradient-following algorithms for connectionist reinforcement learning
- Title not available (Why is that?)
- Sequential quasi Monte Carlo. With discussion and authors' reply
- Stratification and optimal resampling for sequential Monte Carlo
- Negative association, ordering and convergence of resampling methods
- Monte Carlo gradient estimation in machine learning
This page was built for publication: Differentiable particle filters with smoothly jittered resampling
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6554563)
