7 citations · 8 across the 3 of their papers we have counts for
3 papers
stat.CO2016
Efficient parameter inference in general hidden Markov models using the filter derivatives
Jimmy Olsson, Johan Westerborn
Estimating online the parameters of general state-space hidden Markov models is a topic of importance in many scientific and engineering disciplines. In this paper we present an on…
stat.CO2015★ 1 cited
An efficient particle-based online EM algorithm for general state-space models
Jimmy Olsson, Johan Westerborn
Estimating the parameters of general state-space models is a topic of importance for many scientific and engineering disciplines. In this paper we present an online parameter estim…
stat.CO2014★ 7 cited
Efficient particle-based online smoothing in general hidden Markov models: the PaRIS algorithm
Jimmy Olsson, Johan Westerborn
This paper presents a novel algorithm, the particle-based, rapid incremental smoother (PaRIS), for efficient online approximation of smoothed expectations of additive state functio…