SMC2: an efficient algorithm for sequential analysis of state space models

A nonasymptotic theorem for unnormalized Feynman–Kac particle models

(2011) F. Cérou et al.   ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES

Particle approximations of the score and observed information matrix in state space models with application to parameter estimation

(2011) G. Poyiadjis et al.   BIOMETRIKA

A sequential smoothing algorithm with linear computational cost

(2010) P. Fearnhead et al.   BIOMETRIKA

Random-weight particle filtering of continuous time processes

(2010) Paul Fearnhead et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Particle Markov chain Monte Carlo methods

(2010) Christophe Andrieu et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Particle Learning and Smoothing

(2010) Carlos M. Carvalho et al.   STATISTICAL SCIENCE

The pseudo-marginal approach for efficient Monte Carlo computations

(2009) Christophe Andrieu et al.   ANNALS OF STATISTICS

Limit theorems for weighted samples with applications to sequential Monte Carlo methods

(2008) Randal Douc et al.   ANNALS OF STATISTICS

Particle filters for partially observed diffusions

(2008) Paul Fearnhead et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY