1 citations · 1 across the 1 of their papers we have counts for
2 papers
math.PR2026★ 1 cited
On the Forgetting of Particle Filters
Joona Karjalainen, Anthony Lee, Sumeetpal S. Singh +1
We study the forgetting properties of the particle filter when its state - the collection of particles - is regarded as a Markov chain. Under a strong mixing assumption on the part…
stat.CO2025
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…