On resampling schemes for particle filters with weakly informative observations

DOI10.1214/22-AOS2222MaRDI QIDQ2112805

Sumeetpal S. Singh, Nicolas Chopin, Tomás Soto, Matti Vihola

Publication date: 12 January 2023

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.10037

zbMATH Keywords

path integralresamplinghidden Markov modelparticle filterFeynman-Kac model

Mathematics Subject Classification ID

Uses Software

• Julia
• Quicksort

Cites Work

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• Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo
• An Introduction to Sequential Monte Carlo
• Quicksort
• An adaptive Metropolis algorithm
• On the role of interaction in sequential Monte Carlo algorithms

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