Optimality of the auxiliary particle filter

By Randal Douc, Eric Moulines, Jimmy Olsson. 2009

58 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/9d7b4bea5f92c29613a0a3a34de9df061d9704f2

How researchers see this paper

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

1. Randal Douc
2. Jimmy Olsson
3. Eric Moulines
4. Tobias Rydén
5. Francis R. Bach
6. Olivier Capp'e
7. Arnaud Guillin
8. Fredrik Lindsten

Citations in the corpus

• Adaptive sequential Monte Carlo by means of mixture of experts (2011, unknown): “As showed by Douc et al. (2008), it holds that”
• Rao-Blackwellization of Particle Markov Chain Monte Carlo Methods Using Forward Filtering Backward Sampling (2011, background): “Under suitable conditions it can be shown (see [16]) that the filter approximation tends to for all -integrable target functions .”
• Long-term stability of sequential Monte Carlo methods under verifiable conditions (2012, methodology): “The original proof of the CLT was later simplified and extended to more general particle filtering algorithms in [3, 14, 16, 21, 24]; in Section 2 we recall in detail the version obtained in [14] and provide an explicit expression of the asymptotic”