Johan Alenlöv

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 , s. 545-576

Johan Alenlöv, Jimmy Olsson (2019) Particle-based adaptive-lag online marginal smoothing in general state-space models IEEE Transactions on Signal Processing , Vol. 67 , s. 5571-5582

Jimmy Olsson, Johan Westerborn (2017) Efficient particle-based online smoothing in general hidden Markov models: The PaRIS algorithm Bernoulli , Vol. 23 , s. 1951-1996

Jimmy Olsson, Johan Westerborn (2016) Efficient parameter inference in general hidden Markov models using the filter derivatives ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings , s. 3984-3988

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