Publications
Alessandro Mastrototaro, Jimmy Olsson, Johan Alenlöv
(2022)
Fast and Numerically Stable Particle-Based Online Additive Smoothing: The AdaSmooth Algorithm
Journal of the American Statistical Association
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Johan Alenlöv, Arnaud Doucet, Fredrik Lindsten
(2021)
Pseudo-Marginal Hamiltonian Monte Carlo
Journal of machine learning research, Vol. 22
Jimmy Olsson, Johan Westerborn
(2020)
Particle-based online estimation of tangent filters with application to parameter estimation in nonlinear state-space models
Annals of the Institute of Statistical Mathematics, Vol. 72, p. 545-576
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Johan Alenlöv, Jimmy Olsson
(2019)
Particle-based adaptive-lag online marginal smoothing in general state-space models
IEEE Transactions on Signal Processing, Vol. 67, p. 5571-5582
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Jimmy Olsson, Johan Westerborn
(2017)
Efficient particle-based online smoothing in general hidden Markov models: The PaRIS algorithm
Bernoulli, Vol. 23, p. 1951-1996
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