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Jimmy Olsson

Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models
2008 · Jimmy Olsson, Olivier Cappé, et al. · Bernoulli · 150
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Sequential Monte Carlo smoothing for general state space hidden Markov models
2011 · Randal Douc, Aurélien Garivier, et al. · The Annals of Applied Probability · 143
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Consistency of the maximum likelihood estimator for general hidden Markov models
2011 · Randal Douc, Eric Moulines, et al. · The Annals of Statistics · 104
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Adaptive methods for sequential importance sampling with application to state space models
2008 · Julien Cornebise, Éric Moulines, et al. · Statistics and Computing · 76
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Efficient particle-based online smoothing in general hidden Markov models: The PaRIS algorithm
2017 · Jimmy Olsson, Johan Westerborn · Bernoulli · 61
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Consistency of the maximum likelihood estimator for general hidden markov models
· Al Douc, Eric Moulines, et al. · 49
Optimality of the auxiliary particle filter
2009 · R. Douc, É. Moulines, et al. · HAL · 47
Long-term stability of sequential Monte Carlo methods under verifiable conditions
· Al Douc, Eric Moulines, et al. · 36
Long-term stability of sequential Monte Carlo methods under verifiable conditions
2014 · Randal Douc, Eric Moulines, et al. · The Annals of Applied Probability · 35
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Asymptotic properties of particle filter-based maximum likelihood estimators for state space models
2007 · Jimmy Olsson, Tobias Rydén · Stochastic Processes and their Applications · 30
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Rao-Blackwellization of Particle Markov Chain Monte Carlo Methods Using Forward Filtering Backward Sampling
2011 · Jimmy Olsson, Tobias Ryden · IEEE Transactions on Signal Processing · 29
Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods
2014 · Florian Maire, Randal Douc, et al. · The Annals of Statistics · 21
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An explicit variance reduction expression for the Rao-Blackwellised particle filter
2011 · Fredrik Lindsten, Thomas B. Schön, et al. · IFAC Proceedings Volumes · 21
Numerically stable online estimation of variance in particle filters
2019 · Jimmy Olsson, Randal Douc · Bernoulli · 19
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Convergence Properties of Weighted Particle Islands with Application to the Double Bootstrap Algorithm
2016 · Pierre Del Moral, Eric Moulines, et al. · Stochastic Systems · 19
On the Forward Filtering Backward Smoothing particle approximations of the smoothing distribution in general state spaces models
2009 · Douc, Randal, Garivier, Aurelien, et al. · arXiv (Cornell University) · 19
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Probabilistic feature extraction, dose statistic prediction and dose mimicking for automated radiation therapy treatment planning
2021 · Tianfang Zhang, Rasmus Bokrantz, et al. · Medical Physics · 16
A pseudo-marginal sequential Monte Carlo online smoothing algorithm
2022 · Pierre Gloaguen, Sylvain Le Corff, et al. · Bernoulli · 15
Fast and Numerically Stable Particle-Based Online Additive Smoothing: The AdaSmooth Algorithm
2022 · Alessandro Mastrototaro, Jimmy Olsson, et al. · Journal of the American Statistical Association · 12
Posterior consistency for partially observed Markov models
2019 · Randal Douc, Jimmy Olsson, et al. · Stochastic Processes and their Applications · 12
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Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators
2011 · Jimmy Olsson, Jonas Ströjby · Electronic Journal of Statistics · 12
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Efficient particle-based online smoothing in general hidden Markov models
2014 · Johan Westerborn, Jimmy Olsson · IEEE International Conference on Acoustics Speech and Signal Processing · 11
Controllable protein design with particle-based Feynman-Kac steering
2025 · Hartman, Erik, Wallin, Jonas, et al. · arXiv (Cornell University) · 10
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Divide-and-Conquer Posterior Sampling for Denoising Diffusion priors
2024 · Yazid Janati, Badr Moufad, et al. · neural information processing systems · 10
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Probabilistic Pareto plan generation for semiautomated multicriteria radiation therapy treatment planning
2022 · Tianfang Zhang, Rasmus Bokrantz, et al. · Physics in Medicine and Biology · 10
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Works count: 90
Citation count: 1,117
H-index: 16
I10-index: 25
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