14 citations · 14 across the 2 of their papers we have counts for
2 papers
stat.CO2013★ 14 cited
The Alive Particle Filter
Ajay Jasra, Anthony Lee, Christopher Yau +1
In the following article we develop a particle filter for approximating Feynman-Kac models with indicator potentials. Examples of such models include approximate Bayesian computati…
math.PR2012
Feynman-Kac particle integration with geometric interacting jumps
Pierre Del Moral, Pierre E. Jacob, Anthony Lee +2
This article is concerned with the design and analysis of discrete time Feynman-Kac particle integration models with geometric interacting jump processes. We analyze two general ty…