133 citations · 631 across the 63 of their papers we have counts for
Showing 2011 · stat.COShow all
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stat.CO2011★ 11 cited
Error Bounds and Normalizing Constants for Sequential Monte Carlo in High Dimensions
Alexandros Beskos, Dan Crisan, Ajay Jasra +1
In a recent paper Beskos et al (2011), the Sequential Monte Carlo (SMC) sampler introduced in Del Moral et al (2006), Neal (2001) has been shown to be asymptotically stable in the…
stat.CO2011★ 26 cited
Particle-kernel estimation of the filter density in state-space models
Dan Crisan, Joaquín Míguez
Sequential Monte Carlo (SMC) methods, also known as particle filters, are simulation-based recursive algorithms for the approximation of the a posteriori probability measures gener…
stat.CO2011★ 16 cited
On the Stability of Sequential Monte Carlo Methods in High Dimensions
Alexandros Beskos, Dan Crisan, Ajay Jasra
We investigate the stability of a Sequential Monte Carlo (SMC) method applied to the problem of sampling from a target distribution on for large . It is well know…