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19942026
most citedTraining Schrödinger's cat: quantum optimal control

779 citations

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math.ST2006★ 165 cited

Sequential Monte Carlo smoothing with application to parameter estimation in non-linear state space models

Jimmy Olsson, Olivier Cappé, Randal Douc +1

This paper concerns the use of sequential Monte Carlo methods (SMC) for smoothing in general state space models. A well-known problem when applying the standard SMC technique in th…