Smoothing With Couplings of Conditional Particle Filters
Work
Year: 2019
Type: article
Abstract: In state–space models, smoothing refers to the task of estimating a latent stochastic process given noisy measurements related to the process. We propose an unbiased estimator of smoothing expectation... more
Institutions Harvard University, Linköping University, Uppsala University
Cites: 61
Cited by: 38
Related to: 10
FWCI: 17.36
Citation percentile (by year/subfield): 98.01
Subfield: Demography
Field: Social Sciences
Domain: Social Sciences
Open Access status: green