61 citations · 294 across the 31 of their papers we have counts for
4 papers · 1 filter
Stability with respect to initial conditions in V-norm for nonlinear filters with ergodic observations
Mathieu Gerber, Nick Whiteley
We establish conditions for an exponential rate of forgetting of the initial distribution of nonlinear filters in -norm, path-wise along almost all observation sequences. In con…
An Introduction to Twisted Particle Filters and Parameter Estimation in Non-linear State-space Models
Juha Ala-Luhtala, Nick Whiteley, Kari Heine +1
Twisted particle filters are a class of sequential Monte Carlo methods recently introduced by Whiteley and Lee to improve the efficiency of marginal likelihood estimation in state-…
Variance estimation in the particle filter
Anthony Lee, Nick Whiteley
This paper concerns numerical assessment of Monte Carlo error in particle filters. We show that by keeping track of certain key features of the genealogical structure arising from…
Fluctuations, stability and instability of a distributed particle filter with local exchange
Kari Heine, Nick Whiteley
We study a distributed particle filter proposed by Bolić et al.~(2005). This algorithm involves groups of particles, with interaction between groups occurring through a "lo…