21 citations · 36 across the 8 of their papers we have counts for
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stat.CO2019
A pseudo-marginal sequential Monte Carlo online smoothing algorithm
Pierre Gloaguen, Sylvain Le Corff, Jimmy Olsson
We consider online computation of expectations of additive state functionals under general path probability measures proportional to products of unnormalised transition densities.…
math.ST2019
Identifiability and consistent estimation of nonparametric translation hidden Markov models with general state space
Elisabeth Gassiat, Sylvain Le Corff, Luc Lehéricy
This paper considers hidden Markov models where the observations are given as the sum of a latent state which lies in a general state space and some independent noise with unknown…