165 citations · 521 across the 31 of their papers we have counts for
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math.ST2016
Posterior consistency for partially observed Markov models
Randal Douc, Jimmy Olsson, Francois Roueff
In this work we establish the posterior consistency for a parametrized family of partially observed, fully dominated Markov models. As a main assumption, we suppose that the prior…
stat.CO2016
Efficient parameter inference in general hidden Markov models using the filter derivatives
Jimmy Olsson, Johan Westerborn
Estimating online the parameters of general state-space hidden Markov models is a topic of importance in many scientific and engineering disciplines. In this paper we present an on…