69 citations · 281 across the 19 of their papers we have counts for
Showing 2017 · stat.COShow all
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stat.CO2017★ 1 cited
Nudging the particle filter
Ömer Deniz Akyıldız, Joaquín Míguez
We investigate a new sampling scheme aimed at improving the performance of particle filters whenever (a) there is a significant mismatch between the assumed model dynamics and the…
stat.CO2017
Analysis of a nonlinear importance sampling scheme for Bayesian parameter estimation in state-space models
Joaquin Miguez, Ines P. Mariño, Manuel A. Vazquez
The Bayesian estimation of the unknown parameters of state-space (dynamical) systems has received considerable attention over the past decade, with a handful of powerful algorithms…