111 citations · 113 across the 3 of their papers we have counts for
3 papers
Forgetting of the initial distribution for non-ergodic Hidden Markov Chains
Elisabeth Gassiat, Benoit Landelle, Eric Moulines
In this paper, the forgetting of the initial distribution for a non-ergodic Hidden Markov Models (HMM) is studied. A new set of conditions is proposed to establish the forgetting p…
Adaptive methods for sequential importance sampling with application to state space models
Julien Cornebise, Eric Moulines, Jimmy Olsson
In this paper we discuss new adaptive proposal strategies for sequential Monte Carlo algorithms--also known as particle filters--relying on criteria evaluating the quality of the p…
Quantitative bounds on convergence of time-inhomogeneous Markov chains
R. Douc, E. Moulines, Jeffrey S. Rosenthal
Convergence rates of Markov chains have been widely studied in recent years. In particular, quantitative bounds on convergence rates have been studied in various forms by Meyn and…