211 citations · 985 across the 36 of their papers we have counts for
4 papers · 1 filter
Can local particle filters beat the curse of dimensionality?
Patrick Rebeschini, Ramon van Handel
The discovery of particle filtering methods has enabled the use of nonlinear filtering in a wide array of applications. Unfortunately, the approximation error of particle filters t…
The local geometry of finite mixtures
Elisabeth Gassiat, Ramon Van Handel
We establish that for q>=1, the class of convex combinations of q translates of a smooth probability density has local doubling dimension proportional to q. The key difficulty in t…
Consistent order estimation and minimal penalties
Elisabeth Gassiat, Ramon Van Handel
Consider an i.i.d. sequence of random variables whose distribution f* lies in one of a nested family of models M_q, q>=1. The smallest index q* such that M_{q*} contains f* is call…
Consistency of the maximum likelihood estimator for general hidden Markov models
Randal Douc, Eric Moulines, Jimmy Olsson +1
Consider a parametrized family of general hidden Markov models, where both the observed and unobserved components take values in a complete separable metric space. We prove that th…