research
∙
06/01/2022
Amortized backward variational inference in nonlinear state-space models
We consider the problem of state estimation in general state-space model...
share
research
∙
02/13/2020
Backward importance sampling for partially observed diffusion processes
This paper proposes a new Sequential Monte Carlo algorithm to perform ma...
research
∙
08/20/2019
Online pseudo Marginal Sequential Monte Carlo smoother for general state spaces. Application to recursive maximum likelihood estimation of stochastic differential equations
This paper focuses on the estimation of smoothing distributions in gener...
research
∙
10/24/2018