A stable particle filter for a class of high-dimensional state-space models

Publisher： Cambridge University Press

E-ISSN： 1475-6064|49|1|24-48

ISSN： 0001-8678

Source： Advances in Applied Probability, Vol.49, Iss.1, 2017-03, pp. : 24-48

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Particle filter-based approximate maximum likelihood inference asymptotics in state-space models

By  

ESAIM: Proceedings, Vol. 19, Iss. issue, 2007-01 ,pp. : 115-120

Edp Sciences

Access to resources Recommend Favorite

Parameter Estimation in General State-Space Models using Particle Methods

By Doucet Arnaud  

Annals of the Institute of Statistical Mathematics, Vol. 55, Iss. 2, 2003-01 ,pp. : 409-422

Springer Publishing Company

Access to resources Recommend Favorite

Modified Cross-Validation for Penalized High-Dimensional Linear Regression Models

By Yu Yi   Feng Yang  

Journal of Computational and Graphical Statistics, Vol. 23, Iss. 4, 2014-10 ,pp. : 1009-1027

Taylor & Francis Ltd

Access to resources Recommend Favorite

Mixing in High-Dimensional Expanders

By  

Combinatorics, Probability & Computing, Vol. 26, Iss. 5, 2017-09 ,pp. : 746-761

Cambridge University Press

Access to resources Recommend Favorite

CORRECTION TO “QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND”

By  

ANZIAM Journal, Vol. 54, Iss. 3, 2013-01 ,pp. : 216-219

Cambridge University Press

Access to resources Recommend Favorite