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math.OC2019
Asymptotically exact unweighted particle filter for manifold-valued hidden states and point process observations
Simone Carlo Surace, Anna Kutschireiter, Jean-Pascal Pfister
The filtering of a Markov diffusion process on a manifold from counting process observations leads to `large' changes in the conditional distribution upon an observed event, corres…
math.OC2017★ 2 cited
How to avoid the curse of dimensionality: scalability of particle filters with and without importance weights
Simone Carlo Surace, Anna Kutschireiter, Jean-Pascal Pfister
Particle filters are a popular and flexible class of numerical algorithms to solve a large class of nonlinear filtering problems. However, standard particle filters with importance…