Coupled conditional backward sampling particle filter

Anthony W L Lee, Sumeetpal Singh, Matti Vihola

Research output: Contribution to journal › Article (Academic Journal) › peer-review

10 Citations (Scopus)

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@article{68e5972750514cbfa4f951a7cff20021,

title = "Coupled conditional backward sampling particle filter",

author = "Lee, {Anthony W L} and Sumeetpal Singh and Matti Vihola",

year = "2020",

month = sep,

day = "19",

doi = "10.1214/19-AOS1922",

language = "English",

volume = "48",

pages = "3066--3089",

journal = "Annals of Statistics",

issn = "0090-5364",

publisher = "Institute of Mathematical Statistics",

number = "5",

}