Sequential Monte Carlo in Random Environments

Project Details

StatusFinished
Effective start/end date5/08/135/02/15

Research Output

  • 5 Article (Academic Journal)

An Introduction to Twisted Particle Filters and Parameter Estimation in Non-linear State-space Models

Ala-Luhtala, J., Whiteley, N., Heine, K. & Piche, R., 15 Sep 2016, In : IEEE Transactions on Signal Processing. 64, 18, p. 4875-4890 6 p.

Research output: Contribution to journalArticle (Academic Journal)

Open Access
File
  • 9 Citations (Scopus)
    268 Downloads (Pure)

    Forest Resampling for Distributed Sequential Monte Carlo

    Lee, A. & Whiteley, N., 17 Jul 2016, In : Statistical Analysis and Data Mining. 9, 4, p. 230-248 19 p.

    Research output: Contribution to journalArticle (Academic Journal)

    Open Access
    File
  • 7 Citations (Scopus)
    250 Downloads (Pure)

    On the role of interaction in sequential Monte Carlo algorithms

    Whiteley, N., Lee, A. & Heine, K., 1 Feb 2016, In : Bernoulli. 22, 1, p. 494-529 36 p.

    Research output: Contribution to journalArticle (Academic Journal)

    Open Access
    File
  • 22 Citations (Scopus)
    242 Downloads (Pure)