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Online EM Algorithm for Hidden Markov Models

(2011) Olivier Cappé   JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

On-line changepoint detection and parameter estimation with application to genomic data

(2011) François Caron et al.   STATISTICS AND COMPUTING

A backward particle interpretation of Feynman-Kac formulae

(2010) Pierre Del Moral et al.   ESAIM-MATHEMATICAL MODELLING AND NUMERICAL ANALYSIS-MODELISATION MATHEMATIQUE ET ANALYSE NUMERIQUE

Bayesian Analysis of Isochores

(2009) Paul Fearnhead et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models

(2008) Jimmy Olsson et al.   BERNOULLI

Online Learning with Hidden Markov Models

(2008) Gianluigi Mongillo et al.   NEURAL COMPUTATION