2 papers
stat.CO2026
Resampling in conditional SMC algorithms
Axel Finke, Adam M. Johansen, Anthony Lee +1
Conditional sequential Monte Carlo (CSMC) algorithms arise in particle Markov chain Monte Carlo and a number of related settings. As in standard sequential Monte Carlo (SMC) algori…
stat.CO2025
Online Rolling Controlled Sequential Monte Carlo
Liwen Xue, Axel Finke, Adam M. Johansen
We introduce methodology for real-time inference in general-state-space hidden Markov models. Specifically, we extend recent advances in controlled sequential Monte Carlo (CSMC) me…