32 citations · 182 across the 41 of their papers we have counts for
Showing 2025Show all
2 papers · 1 filter
stat.CO2025
Online Rolling Controlled Sequential Monte Carlo
Liwen Xue, Axel Finke, Adam M. Johansen
We introduce methodology for real-time inference in general-state-space hidden Markov models. Specifically, we extend recent advances in controlled sequential Monte Carlo (CSMC) me…
stat.CO2025
Inference for Diffusion Processes via Controlled Sequential Monte Carlo and Splitting Schemes
Shu Huang, Richard G. Everitt, Massimiliano Tamborrino +1
We introduce an inferential framework for a wide class of semi-linear stochastic differential equations (SDEs). Recent work has shown that numerical splitting schemes can preserve…