Coupled conditional backward sampling particle filter

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

22 Citations (Scopus)

Access to Document

@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",

}