State space and hidden Markov models
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- Estimation in hidden Markov models via efficient importance sampling
- Asymptotic properties of particle filter-based maximum likelihood estimators for state space models
- Leroux's method for general hidden Markov models
- Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
- Inference in finite state space non parametric hidden Markov models and applications
- Temporal BYY learning for state space approach, hidden Markov model, and blind source separation
- On improving sensitivity of the Kalman filter.
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- Sufficient sequences and state-space models for random processes
- Particle filters
- scientific article; zbMATH DE number 140164 (Why is no real title available?)
- scientific article; zbMATH DE number 524374 (Why is no real title available?)
- scientific article; zbMATH DE number 722978 (Why is no real title available?)
- Approximate forward-backward algorithm for a switching linear Gaussian model
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- Construction of binary multi-grid Markov random field prior models from training images
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- Some applications of nonlinear and non-Gaussian state-space modelling by means of hidden Markov models
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- Regular kernel method for state space model
- BEM-based magnetic field reconstruction by ensemble Kálmán filtering
- Stability of Feynman-Kac formulae with path-dependent potentials
- \(L^{1}\)-convergence of smoothing densities in non-parametric state space models
- A test for comparing two discrete stochastic dynamical systems under heteroskedasticity
- Optimal SIR algorithm vs. fully adapted auxiliary particle filter: a non asymptotic analysis
- Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants
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- Limit theorems for weighted samples with applications to sequential Monte Carlo methods
- Dynamic detection of change points in long time series
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