48 citations · 190 across the 24 of their papers we have counts for
6 papers · 1 filter
Multilevel Monte Carlo for Smoothing via Transport Methods
Jeremie Houssineau, Ajay Jasra, Sumeetpal S. Singh
In this article we consider recursive approximations of the smoothing distribution associated to partially observed stochastic differential equations (SDEs), which are observed dis…
Sequential Monte Carlo algorithms for a class of outer measures
Jeremie Houssineau, Branko Ristic
Closed-form stochastic filtering equations can be derived in a general setting where probability distributions are replaced by some specific outer measures. In this article, we stu…
Identification of multi-object dynamical systems: consistency and Fisher information
Jeremie Houssineau, Sumeetpal S. Singh, Ajay Jasra
Learning the model parameters of a multi-object dynamical system from partial and perturbed observations is a challenging task. Despite recent numerical advancements in learning th…
A second-order PHD filter with mean and variance in target number
Isabel Schlangen, Emmanuel D. Delande, Jeremie Houssineau +1
The Probability Hypothesis Density (PHD) and Cardinalized PHD (CPHD) filters are popular solutions to the multi-target tracking problem due to their low complexity and ability to e…
Smoothing and filtering with a class of outer measures
Jeremie Houssineau, Adrian N. Bishop
Filtering and smoothing with a generalised representation of uncertainty is considered. Here, uncertainty is represented using a class of outer measures. It is shown how this repre…
Unbiased Multi-index Monte Carlo
Dan Crisan, Pierre Del Moral, Jeremie Houssineau +1
We introduce a new class of Monte Carlo based approximations of expectations of random variables such that their laws are only available via certain discretizations. Sampling from…