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"Backward Importance Sampling for Online Estimation of State Space Models."

Alice Martin et al. (2023)

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DOI: 10.1080/10618600.2023.2174125

access: closed

type: Journal Article

metadata version: 2024-07-11

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  - https://dblp.org/rec/journals/jcgs/MartinEGCO23
Alice Martin, Marie-Pierre Étienne, Pierre Gloaguen, Sylvain Le Corff, Jimmy Olsson:
Backward Importance Sampling for Online Estimation of State Space Models. J. Comput. Graph. Stat. 32(4): 1447-1460 (2023)

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