Second-order extended particle filter with exponential family observation model

DOI10.1080/00949655.2020.1767103OpenAlexW3027997149WikidataQ115551859 ScholiaQ115551859MaRDI QIDQ5036862

Zhibin Yan, Xing Zhang

Publication date: 23 February 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2020.1767103

zbMATH Keywords

particle filtersequential importance samplingimportance functionexponential family observation model

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

A novel particle filtering for nonlinear systems with multi-step randomly delayed measurements

Cites Work

• Exponential-family random graph models for valued networks
• Bayesian forecasting and dynamic models.
• A general theory of particle filters in hidden Markov models and some applications
• Graphical Models, Exponential Families, and Variational Inference
• Sequential Imputations and Bayesian Missing Data Problems
• Particle Markov Chain Monte Carlo Methods
• Asymptotic Stability of the Wonham Filter: Ergodic and Nonergodic Signals
• A Survey of Sequential Monte Carlo Methods for Economics and Finance
• Some contributions to sequential Monte Carlo methods for option pricing
• Independent Particle Filters

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