47 citations · 219 across the 37 of their papers we have counts for
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stat.CO2015★ 34 cited
Sequential Monte Carlo Methods for System Identification
Thomas B. Schön, Fredrik Lindsten, Johan Dahlin +4
One of the key challenges in identifying nonlinear and possibly non-Gaussian state space models (SSMs) is the intractability of estimating the system state. Sequential Monte Carlo…
stat.CO2015★ 27 cited
Nested Sequential Monte Carlo Methods
Christian A. Naesseth, Fredrik Lindsten, Thomas B. Schön
We propose nested sequential Monte Carlo (NSMC), a methodology to sample from sequences of probability distributions, even where the random variables are high-dimensional. NSMC gen…