225 citations · 496 across the 20 of their papers we have counts for
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stat.CO2020
Particle Filtering Under General Regime Switching
Yousef El-Laham, Liu Yang, Petar M. Djuric +1
In this paper, we consider a new framework for particle filtering under model uncertainty that operates beyond the scope of Markovian switching systems. Specifically, we develop a…
stat.CO2015★ 69 cited
Adapting the Number of Particles in Sequential Monte Carlo Methods through an Online Scheme for Convergence Assessment
Víctor Elvira, Joaquín Míguez, Petar M. Djurić
Particle filters are broadly used to approximate posterior distributions of hidden states in state-space models by means of sets of weighted particles. While the convergence of the…