Parallelizing particle filters with butterfly interactions

DOI10.1111/SJOS.12408zbMath1460.62138arXiv1812.01502OpenAlexW2952458216WikidataQ127356068 ScholiaQ127356068MaRDI QIDQ5118463

Kari Heine, Nick Whiteley, A. Taylan Cemgil

Publication date: 8 September 2020

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.01502

zbMATH Keywords

hidden Markov modelparallelismsequential Monte Carloparticle filterparticle interactionbootstrap particle filter (BPF)

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Markov processes: estimation; hidden Markov models (62M05) Sequential estimation (62L12)

Related Items (2)

Subsampling sequential Monte Carlo for static Bayesian models ⋮ Multilevel bootstrap particle filter

This page was built for publication: Parallelizing particle filters with butterfly interactions