Efficient particle-based online smoothing in general hidden Markov models: the PaRIS algorithm (Q527474)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Efficient particle-based online smoothing in general hidden Markov models: the PaRIS algorithm
scientific article

    Statements

    Efficient particle-based online smoothing in general hidden Markov models: the PaRIS algorithm (English)
    0 references
    0 references
    0 references
    0 references
    11 May 2017
    0 references
    central limit theorem
    0 references
    general hidden Markov models
    0 references
    Hoeffding-type inequality
    0 references
    online estimation
    0 references
    particle filter
    0 references
    particle path degeneracy
    0 references
    sequential Monte Carlo
    0 references
    smoothing
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references