1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.ST2009★ 1 cited
A Backward Particle Interpretation of Feynman-Kac Formulae
Pierre Del Moral, Arnaud Doucet, Sumeetpal S. Singh
We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretati…
math.ST2007
Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach
Randal Douc, Eric Moulines, Ya'Acov Ritov
We give simple conditions that ensure exponential forgetting of the initial conditions of the filter for general state-space hidden Markov chain. The proofs are based on the coupli…