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20222026
most citedMixing time of the conditional backward sampling particle filter

1 citations · 2 across the 5 of their papers we have counts for

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stat.CO2023★ 1 cited

Mixing time of the conditional backward sampling particle filter

Joona Karjalainen, Anthony Lee, Sumeetpal S. Singh +1

The conditional backward sampling particle filter (CBPF) is a powerful Markov chain Monte Carlo sampler for general state space hidden Markov model (HMM) smoothing. It was proposed…

stat.CO2022

Conditional particle filters with bridge backward sampling

Santeri Karppinen, Sumeetpal S. Singh, Matti Vihola

Conditional particle filters (CPFs) with backward/ancestor sampling are powerful methods for sampling from the posterior distribution of the latent states of a dynamic model such a…