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On Large Lag Smoothing for Hidden Markov Models - MaRDI portal

On Large Lag Smoothing for Hidden Markov Models (Q5203791)

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scientific article; zbMATH DE number 7141244
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English
On Large Lag Smoothing for Hidden Markov Models
scientific article; zbMATH DE number 7141244

    Statements

    title
    On Large Lag Smoothing for Hidden Markov Models (English)
    0 references
    DOI
    10.1137/18M1198004
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    author
    Jeremie Houssineau
    0 references
    Ajay Jasra
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    Sumeetpal S. Singh
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    publication date
    9 December 2019
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    Mathematics Subject Classification ID
    62M05
    0 references
    62E17
    0 references
    60J10
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    65C05
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    zbMATH DE Number
    7141244
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    zbMATH Keywords
    smoothing
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    multilevel Monte Carlo
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    optimal transport
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    arXiv ID
    1804.07117
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    OpenAlex ID
    W2992092112
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    Wikidata QID
    Q126620637
    0 references
     
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