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most citedParticle approximation improvement of the joint smoothing distribution with on-the-fly variance estimation

11 citations · 15 across the 4 of their papers we have counts for

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math.PR2013

On parallel implementation of Sequential Monte Carlo methods: the island particle model

Christelle Vergé, Cyrille Dubarry, Pierre Del Moral +1

The approximation of the Feynman-Kac semigroups by systems of interacting particles is a very active research field, with applications in many different areas. In this paper, we st…