Fluctuations, stability and instability of a distributed particle filter with local exchange

Author:

Heine Kari,Whiteley Nick

Funder

EPSRC

SuSTaIn

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference23 articles.

1. Particle Markov chain Monte Carlo methods;Andrieu;J. R. Stat. Soc. Ser. B Stat. Methodol.,2010

2. Resampling algorithms and architectures for distributed particle filters;Bolić;IEEE Trans. Signal Process.,2005

3. A nonasymptotic theorem for unnormalized Feynman–Kac particle models;Cérou;Ann. Inst. Henri Poincaré (B) Probab. Stat.,2011

4. Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference;Chopin;Ann. Statist.,2004

5. Particle filters with random resampling times;Crisan;Stochastic Process. Appl.,2012

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1. Bayesian fusion: scalable unification of distributed statistical analyses;Journal of the Royal Statistical Society Series B: Statistical Methodology;2023-01-30

2. Particle filter efficiency under limited communication;Biometrika;2022-02-24

3. Parallelizing particle filters with butterfly interactions;Scandinavian Journal of Statistics;2019-10-16

4. On the performance of parallelisation schemes for particle filtering;EURASIP Journal on Advances in Signal Processing;2018-05-25

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