Particle-based, rapid incremental smoother meets particle Gibbs

DOI10.5705/ss.202020.0215MaRDI QIDQ6554555

Jimmy Olsson, Unnamed Author, Eric Moulines

Publication date: 12 June 2024

Published in: Statistica Sinica (Search for Journal in Brave)

zbMATH Keywords

bias reductionsequential Monte Carloparticle filtersparticle Gibbssmoothing of additive functionalsstate space smoothing

Mathematics Subject Classification ID

Statistics (62-XX)

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