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eess.SY2022
Expressivity of Hidden Markov Chains vs. Recurrent Neural Networks from a system theoretic viewpoint
François Desbouvries, Yohan Petetin, Achille Salaün
Hidden Markov Chains (HMC) and Recurrent Neural Networks (RNN) are two well known tools for predicting time series. Even though these solutions were developed independently in dist…
stat.ME2022★ 1 cited
Variance estimation for Sequential Monte Carlo Algorithms: a backward sampling approach
Yazid Janati El idrissi, Sylvain Le Corff, Yohan Petetin
In this paper, we consider the problem of online asymptotic variance estimation for particle filtering and smoothing. Current solutions for the particle filter rely on the particle…