Differentiable particle filters with smoothly jittered resampling

DOI10.5705/ss.202022.0256MaRDI QIDQ6554563

Wenshuo Wang, Yichao Li, Jun S. Liu, Ke Deng

Publication date: 12 June 2024

Published in: Unnamed Author (Search for Journal in Brave)

zbMATH Keywords

resamplingstate space modelssequential Monte Carloreparametrization trick

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Particle approximations of the score and observed information matrix in state space models with application to parameter estimation
• Simple statistical gradient-following algorithms for connectionist reinforcement learning
• Negative association, ordering and convergence of resampling methods
• A Nonparametric Ensemble Transform Method for Bayesian Inference
• Sequential Monte Carlo Methods for Dynamic Systems
• Particle Markov Chain Monte Carlo Methods
• On-Line Inference for Hidden Markov Models via Particle Filters
• Blind Deconvolution via Sequential Imputations
• Stratification and optimal resampling for sequential Monte Carlo
• An Introduction to Sequential Monte Carlo
• Sequential Quasi Monte Carlo

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