The DOI matches its Crossref record.
Filtering via Simulation: Auxiliary Particle Filters
Open accessAbstract
This article analyses the recently suggested particle approach to filtering time series. We suggest that the algorithm is not robust to outliers for two reasons: The design of the simulators and the use of the discrete support to represent the sequentially updating prior distribution. Here we tackle the first of these problems.
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Cited by
An introduction to MCMC for machine learning.
Andrieu, C., de Freitas, N., Doucet, A., & Jordan, M. I. (2003) · Machine Learning · doi:10.1023/a:1020281327116 · Cited by 2,451
Digital twin: values, challenges and enablers from a modeling perspective
Rasheed, A., San, O., & Kvamsdal, T. (2020) · IEEE Access · doi:10.1109/access.2020.2970143 · Cited by 1,952
Robust Monte Carlo localization for mobile robots
Thrun, S., Fox, D., Burgard, W., & Dellaert, F. (2001) · Artificial Intelligence · doi:10.1016/s0004-3702(01)00069-8 · Cited by 1,809
Sequential Monte Carlo Samplers
Del Moral, P., Doucet, A., & Jasra, A. (2006) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/j.1467-9868.2006.00553.x · Cited by 1,239
Sigma-Point Kalman Filters for Probabilistic Inference in Dynamic State-Space Models
van der Merwe, R. (2004) · doi:10.6083/m4z60kz5 · Cited by 1,017
Metadata
- Authors
- Pitt, M. K., & Shephard, N.
- Venue
- Journal of the American Statistical Association
- Publisher
- Informa UK Limited
- Published
- 1999-06
- Volume
- 94
- Issue
- 446
- Pages
- 590-599
- ISSN
- 0162-1459 (ISSN-L)
- 1537-274X
- OpenAlex
- W2131598171
- Cited by
- 2,438
- References
- 0
- FWCI
- 44.05
- Type
- journal article
- Language
- en
- Open access
- green
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
