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For:	Gloaguen P, Le Corff S, Olsson J. A pseudo-marginal sequential Monte Carlo online smoothing algorithm. BERNOULLI 2022. [DOI: 10.3150/21-bej1431] [Citation(s) in RCA: 2] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]

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Martin A, Étienne MP, Gloaguen P, Le Corff S, Olsson J. Backward importance sampling for online estimation of state space models. J Comput Graph Stat 2023. [DOI: 10.1080/10618600.2023.2174125] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 02/18/2023]

Gloaguen P, Le Corff S, Olsson J. A pseudo-marginal sequential Monte Carlo online smoothing algorithm. BERNOULLI 2022. [DOI: 10.3150/21-bej1431] [Citation(s) in RCA: 2] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]

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]