Fast and Numerically Stable Particle-Based Online Additive Smoothing: The AdaSmooth Algorithm

DOI10.1080/01621459.2022.2118602arXiv2108.00432OpenAlexW3189148812MaRDI QIDQ6153999

Johan Alenlöv, Unnamed Author, Jimmy Olsson

Publication date: 19 March 2024

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.00432

zbMATH Keywords

central limit theoremstate-space modelseffective sample sizeparticle smoothingadaptive sequential Monte Carlo methodsparticle-path degeneracy

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Adaptive online variance estimation in particle filters: the ALVar estimator

Cites Work

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