137 citations · 141 across the 5 of their papers we have counts for
4 papers · 1 filter
Sequential quasi-Monte Carlo: Introduction for Non-Experts, Dimension Reduction, Application to Partly Observed Diffusion Processes
Nicolas Chopin, Mathieu Gerber
SMC (Sequential Monte Carlo) is a class of Monte Carlo algorithms for filtering and related sequential problems. Gerber and Chopin (2015) introduced SQMC (Sequential quasi-Monte Ca…
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…
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…