Convolution Particle Filter for Parameter Estimation in General State-Space Models

By Fabien Campillo, Vivien Rossi. 2009

80 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Control and Systems Engineering

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Artificial Intelligence

1. Christian P. Robert
2. Jean-Michel Marin
3. Pierre Pudlo
4. Robin J. Ryder
5. Michael U Gutmann
6. Jukka Corander
7. Balaji Lakshminarayanan
8. Ingmar Schuster

In Control and Systems Engineering

1. Jean-Michel Marin
2. Christian P. Robert

Citations in the corpus

• Approximate Bayesian computational methods (2011, background): “Jasra et al. (2011) propose an ABC scheme for filtering when the distribution of the observables conditioned on the hidden state is not available pointwise, re-lated to the convolution particle filter of Campillo and Rossi (2009).”
• Filtering via approximate Bayesian computation (2010, unknown): “The convolution filter was run with the same number of particles and is implemented as described in Campillo and Rossi (2009).”