3 citations · 4 across the 3 of their papers we have counts for
4 papers
Convergence of Sequential Quasi-Monte Carlo Smoothing Algorithms
Mathieu Gerber, Nicolas Chopin
Gerber and Chopin (2015) recently introduced Sequential quasi-Monte Carlo (SQMC) algorithms as an efficient way to perform filtering in state-space models. The basic idea is to rep…
Bayesian Inference for the Multivariate Extended-Skew Normal Distribution
Mathieu Gerber, Florian Pelgrin
The multivariate extended skew-normal distribution allows for accommodating raw data which are skewed and heavy tailed, and has at least three appealing statistical properties, nam…
Towards automatic calibration of the number of state particles within the SMC algorithm
Nicolas Chopin, James Ridgway, Mathieu Gerber +1
SMC is an efficient algorithm for sequential estimation and state inference of state-space models. It generates parameter particles , and, for each , it run…
Application of Sequential Quasi-Monte Carlo to Autonomous Positioning
Nicolas Chopin, Mathieu Gerber
Sequential Monte Carlo algorithms (also known as particle filters) are popular methods to approximate filtering (and related) distributions of state-space models. However, they con…