208 citations
- Institut Polytechnique de ParisFR6 papers
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- Centrale MéditerranéeFR1 paper
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- Centre de Recherche en Mathématiques de la DécisionFR1 paper
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stat.CO2012
Bayesian Conditional Monte Carlo Algorithms for Sequential Single and Multi-Object filtering
Yohan Petetin, François Desbouvries
Bayesian filtering aims at tracking sequentially a hidden process from an observed one. In particular, sequential Monte Carlo (SMC) techniques propagate in time weighted trajectori…
stat.CO2007★ 208 cited
Adaptive Importance Sampling in General Mixture Classes
Olivier Cappé, Randal Douc, Arnaud Guillin +2
In this paper, we propose an adaptive algorithm that iteratively updates both the weights and component parameters of a mixture importance sampling density so as to optimise the im…