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Citation(s) in
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ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES (1)
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1
Lee A
, Whiteley N. Variance estimation in the particle filter.
Biometrika
2018. [DOI:
10.1093/biomet/asy028
]
[
Citation(s) in
RCA
: 17
]
[
Impact Index Per Article: 2.8
]
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Reference Citation Analysis
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[Indexed: 11/14/2022]
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Affiliation(s)
A Lee
School of Mathematics, University of Bristol, University Walk, Bristol BS8 1TW, U.K
N Whiteley
School of Mathematics, University of Bristol, University Walk, Bristol BS8 1TW, U.K
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2
Del Moral P
, Jasra A. A sharp first order analysis of Feynman–Kac particle models, Part I: Propagation of chaos.
Stoch Process Their Appl
2018. [DOI:
10.1016/j.spa.2017.04.007
]
[
Citation(s) in
RCA
: 3
]
[
Impact Index Per Article: 0.5
]
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[Indexed: 11/27/2022]
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3
Cérou F
, Del Moral P, Guyader A. A nonasymptotic theorem for unnormalized Feynman–Kac particle models.
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES
2011. [DOI:
10.1214/10-aihp358
]
[
Citation(s) in
RCA
: 58
]
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Impact Index Per Article: 4.5
]
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[Indexed: 11/19/2022]
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4
A note on auxiliary particle filters.
Stat Probab Lett
2008. [DOI:
10.1016/j.spl.2008.01.032
]
[
Citation(s) in
RCA
: 90
]
[
Impact Index Per Article: 5.6
]
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[Indexed: 11/22/2022]
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5
Interacting sequential Monte Carlo samplers for trans-dimensional simulation.
Comput Stat Data Anal
2008. [DOI:
10.1016/j.csda.2007.09.009
]
[
Citation(s) in
RCA
: 31
]
[
Impact Index Per Article: 1.9
]
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Reference Citation Analysis
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[Indexed: 11/19/2022]
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