Jimmy Olsson
Jimmy Olsson
Verified email at kth.se
Title
Cited by
Cited by
Year
Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models
J Olsson, O Cappé, R Douc, E Moulines
Bernoulli 14 (1), 155-179, 2008
1752008
Sequential Monte Carlo smoothing for general state space hidden Markov models
R Douc, A Garivier, E Moulines, J Olsson
The Annals of Applied Probability 21 (6), 2109-2145, 2011
1472011
Consistency of the maximum likelihood estimator for general hidden Markov models
R Douc, E Moulines, J Olsson, R Van Handel
the Annals of Statistics 39 (1), 474-513, 2011
1032011
Adaptive methods for sequential importance sampling with application to state space models
J Cornebise, É Moulines, J Olsson
Statistics and Computing 18 (4), 461-480, 2008
842008
Optimality of the auxiliary particle filter
R Douc, E Moulines, J Olsson
632009
Long-term stability of sequential Monte Carlo methods under verifiable conditions
R Douc, E Moulines, J Olsson
The Annals of Applied Probability 24 (5), 1767-1802, 2014
482014
Efficient particle-based online smoothing in general hidden Markov models: the PaRIS algorithm
J Olsson, J Westerborn
Bernoulli 23 (3), 1951-1996, 2017
412017
Rao-Blackwellization of particle Markov chain Monte Carlo methods using forward filtering backward sampling
J Olsson, T Ryden
IEEE Transactions on Signal Processing 59 (10), 4606-4619, 2011
402011
Asymptotic properties of particle filter-based maximum likelihood estimators for state space models
J Olsson, T Rydén
Stochastic Processes and their Applications 118 (4), 649-680, 2008
312008
On the forward filtering backward smoothing particle approximations of the smoothing distribution in general state spaces models
R Douc, A Garivier, E Moulines, J Olsson
arXiv preprint arXiv:0904.0316, 2009
262009
Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods
F Maire, R Douc, J Olsson
The Annals of Statistics 42 (4), 1483-1510, 2014
222014
An explicit variance reduction expression for the Rao-Blackwellised particle filter
F Lindsten, TB Schön, J Olsson
IFAC Proceedings Volumes 44 (1), 11979-11984, 2011
192011
Convergence properties of weighted particle islands with application to the double bootstrap algorithm
P Del Moral, E Moulines, J Olsson, C Vergé
arXiv preprint arXiv:1410.4231, 2014
172014
Numerically stable online estimation of variance in particle filters
J Olsson, R Douc
Bernoulli 25 (2), 1504-1535, 2019
112019
Adaptive sequential Monte Carlo by means of mixture of experts
J Cornebise, E Moulines, J Olsson
Statistics and Computing 24 (3), 317-337, 2014
112014
Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators
J Olsson, J Ströjby
Electronic Journal of Statistics 5, 1090-1122, 2011
112011
Efficient particle-based online smoothing in general hidden Markov models
J Westerborn, J Olsson
2014 IEEE International Conference on Acoustics, Speech and Signal …, 2014
102014
Posterior consistency for partially observed Markov models
R Douc, J Olsson, F Roueff
arXiv preprint arXiv:1608.06851, 2016
7*2016
Statistics in perimetry.
J Olsson
71992
On the auxiliary particle filter
R Douc, E Moulines, J Olsson
arXiv preprint arXiv:0709.3448, 2007
62007
The system can't perform the operation now. Try again later.
Articles 1–20