Smoothing algorithms for state-space models
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Cites work
- A sequential smoothing algorithm with linear computational cost
- A solution of the smoothing problem for linear dynamic systems
- Fixed-interval smoothing for Markovian switching systems
- scientific article; zbMATH DE number 1666092 (Why is no real title available?)
- scientific article; zbMATH DE number 2106098 (Why is no real title available?)
- Mixture Kalman Filters
- Monte Carlo Smoothing for Nonlinear Time Series
- Non-Gaussian State-Space Modeling of Nonstationary Time Series
- Particle Filtering for Partially Observed Gaussian State Space Models
- Particle Filters for Partially Observed Diffusions
- Sequential Monte Carlo Methods for Dynamic Systems
- Sequential Monte Carlo Methods in Practice
- Simulation-based methods for blind maximum-likelihood filter identification
- Smoothing algorithms for state-space models
- The scan sampler for time series models
- The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother
- Two-filter formulae for discrete-time non-linear bayesian smoothing
Cited in
(60)- Sequential Monte Carlo smoothing with parameter estimation
- Fast smoothing in switching approximations of non-linear and non-Gaussian models
- Generalized Kalman smoothing: modeling and algorithms
- A method for high-dimensional smoothing
- The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother
- Simple conditions for convergence of sequential Monte Carlo genealogies with applications
- Spatiotemporal blocking of the bouncy particle sampler for efficient inference in state-space models
- A new smoothing algorithm for jump Markov linear systems
- Efficient particle smoothing for Bayesian inference in dynamic survival models
- Controlled sequential Monte Carlo
- Continuous-discrete smoothing of diffusions
- Non-asymptotic deviation inequalities for smoothed additive functionals in nonlinear state-space models
- Dynamic filtering of static dipoles in magnetoencephalography
- A tutorial on variational Bayes for latent linear stochastic time-series models
- Lookahead strategies for sequential Monte Carlo
- On particle methods for parameter estimation in state-space models
- Adaptive importance sampling for control and inference
- Particle filters and Bayesian inference in financial econometrics
- A tutorial on particle filters
- Smoothing and filtering with a class of outer measures
- FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS
- Direct approach to two-filter smoothing formulas†
- Smoothing and Interpolation with the State-Space Model
- Particle filters
- Likelihood computation for hidden Markov models via generalized two-filter smoothing
- A Recursive Recomputation Approach for Smoothing in Nonlinear State–Space Modeling: An Attempt for Reducing Space Complexity
- Computational aspects of sequential Monte Carlo filter and smoother
- Statistical algorithms for models in state space using SsfPack 2.2
- Filtering and Smoothing Via Estimating Functions
- Model error estimation using the expectation maximization algorithm and a particle flow filter
- Stochastic gradient MCMC for state space models
- A survey of sequential Monte Carlo methods for economics and finance
- Smoothing with couplings of conditional particle filters
- Non-linear state smoothing for discrete dynamic systems with past histories
- On the two-filter approximations of marginal smoothing distributions in general state-space models
- Approximate Bayesian Computation for Smoothing
- Monte Carlo Smoothing for Nonlinear Time Series
- Direct, prediction- and smoothing-based Kalman and particle filter algorithms
- STABLE ALGORITHMS FOR THE STATE SPACE MODEL
- Approximate Bayesian Computation for a Class of Time Series Models
- Nonparametric multi-step prediction in nonlinear state space dynamic systems
- Backward Importance Sampling for Online Estimation of State Space Models
- On backward smoothing algorithms
- System identification of nonlinear state-space models
- Reversed particle filtering for hidden Markov models
- Sequential Monte Carlo smoothing for general state space hidden Markov models
- An improved adaptive FastSLAM algorithm with time-varying noise estimator
- State space emulation and annealed sequential Monte Carlo for high dimensional optimization
- On recursive marginal and MAP inference in state observation models
- Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series
- Quantitative assessment of biological dynamics with aggregate data
- Filtering via approximate Bayesian computation
- Four encounters with system identification
- Accelerated inference for stochastic compartmental models with over-dispersed partial observations
- Fast approximate posterior inference for modeling disease dynamics via state-space models
- Particle learning and smoothing
- Smoothing algorithms for state-space models
- Filtering and smoothing algorithms for state space models
- Minimax FIR smoothers for deterministic continuous-time state space models
- Optimal smoothing of nonlinear dynamic systems via Monte Carlo Markov chains
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