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2020

Crisan, Dan; López-Yela, Alberto; Miguez, Joaquín

Stable Approximation Schemes for Optimal Filters Journal Article

In: SIAM/ASA Journal on Uncertainty Quantification, 8 (1), pp. 483-509, 2020.

Links | BibTeX | Tags: optimal filters, stability analysis, State space models, truncated filters

2011

Miguez, Joaquin; Crisan, Dan; Djuric, Petar M

On the Convergence of Two Sequential Monte Carlo Methods for Maximum a Posteriori Sequence Estimation and Stochastic Global Optimization Journal Article

In: Statistics and Computing, 23 (1), pp. 91–107, 2011, ISSN: 0960-3174.

Abstract | Links | BibTeX | Tags: Global optimization, MAP sequence estimation, Sequential Monte Carlo, State space models