1 citations · 1 across the 6 of their papers we have counts for
Showing 2020Show all
2 papers · 1 filter
stat.ME2020★ 1 cited
Approximating Posterior Predictive Distributions by Averaging Output From Many Particle Filters
Taylor R. Brown
This paper introduces the {\it particle swarm filter} (not to be confused with particle swarm optimization): a recursive and embarrassingly parallel algorithm that targets an appro…
stat.CO2020
PF: A C++ Library for Fast Particle Filtering
Taylor R. Brown
Particle filters are a class of algorithms that are used for "tracking" or "filtering" in real-time for a wide array of time series models. Despite their comprehensive applicabilit…