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most citedAdaptive Importance Sampling in General Mixture Classes

208 citations

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math.PR2012★ 146 cited

Sequential Monte Carlo smoothing for general state space hidden Markov models

Randal Douc, Aurélien Garivier, Eric Moulines +1

Computing smoothing distributions, the distributions of one or more states conditional on past, present, and future observations is a recurring problem when operating on general hi…