Efficient particle-based online smoothing in general hidden Markov models: the PaRIS algorithm
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Publication:527474
DOI10.3150/16-BEJ801zbMath1392.62252arXiv1412.7550MaRDI QIDQ527474
Johan Westerborn, Jimmy Olsson
Publication date: 11 May 2017
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1412.7550
smoothingcentral limit theoremsequential Monte Carloparticle filteronline estimationgeneral hidden Markov modelsHoeffding-type inequalityparticle path degeneracy
Computational methods in Markov chains (60J22) Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05)
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