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On backward smoothing algorithms - MaRDI portal

On backward smoothing algorithms (Q6183776)

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scientific article; zbMATH DE number 7783535
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English
On backward smoothing algorithms
scientific article; zbMATH DE number 7783535

    Statements

    title
    On backward smoothing algorithms (English)
    0 references
    arXiv ID
    2207.00976
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    DOI
    10.1214/23-aos2324
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    author
    Hai Dang Dau
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    Nicolas Chopin
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    publication date
    4 January 2024
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    Mathematics Subject Classification ID
    62M05
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    65C05
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    65Y20
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    zbMATH DE Number
    7783535
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    zbMATH Keywords
    state-space model
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    smoothing
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    sequential Monte Carlo
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    OpenAlex ID
    W4389815315
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    cites work
    Q5483032
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    Q4819702
    0 references
     
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