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Mastrototaro A, Olsson J, Alenlöv J. Fast and numerically stable particle-based online additive smoothing: the AdaSmooth algorithm. J Am Stat Assoc 2022. [DOI: 10.1080/01621459.2022.2118602] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/17/2022]
Affiliation(s)
| | - Jimmy Olsson
- Department of Mathematics, KTH Royal Institute of Technology, Stockholm, Sweden
| | - Johan Alenlöv
- Department of Computer and Information Science, Linköping University, Linköping, Sweden
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Affiliation(s)
- Hai‐Dang Dau
- CREST‐ENSAE and Institut Polytechnique de Paris Palaiseau Cedex France
| | - Nicolas Chopin
- CREST‐ENSAE and Institut Polytechnique de Paris Palaiseau Cedex France
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Brown S, Jenkins PA, Johansen AM, Koskela J. Simple conditions for convergence of sequential Monte Carlo genealogies with applications. ELECTRON J PROBAB 2021. [DOI: 10.1214/20-ejp561] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Koskela J, Jenkins PA, Johansen AM, Spanò D. Asymptotic genealogies of interacting particle systems with an application to sequential Monte Carlo. Ann Stat 2020. [DOI: 10.1214/19-aos1823] [Citation(s) in RCA: 6] [Impact Index Per Article: 1.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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