Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models J Olsson, O Cappé, R Douc, E Moulines | 203 | 2008 |
Sequential Monte Carlo smoothing for general state space hidden Markov models R Douc, A Garivier, E Moulines, J Olsson | 190 | 2011 |
Consistency of the maximum likelihood estimator for general hidden Markov models R Douc, E Moulines, J Olsson, R Van Handel | 140 | 2011 |
Adaptive methods for sequential importance sampling with application to state space models J Cornebise, É Moulines, J Olsson Statistics and Computing 18, 461-480, 2008 | 96 | 2008 |
Optimality of the auxiliary particle filter R Douc, E Moulines, J Olsson Probability and Mathematical Statistics 29 (1), 1-28, 2009 | 71 | 2009 |
Efficient particle-based online smoothing in general hidden Markov models: the PaRIS algorithm J Olsson, J Westerborn | 66 | 2017 |
Long-term stability of sequential Monte Carlo methods under verifiable conditions R Douc, E Moulines, J Olsson | 51 | 2014 |
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 | 46 | 2011 |
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 | 35 | 2008 |
Numerically stable online estimation of variance in particle filters J Olsson, R Douc | 30 | 2019 |
Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods F Maire, R Douc, J Olsson | 29 | 2014 |
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 | 28 | 2009 |
Convergence properties of weighted particle islands with application to the double bootstrap algorithm P Del Moral, E Moulines, J Olsson, C Vergé Stochastic Systems 6 (2), 367-419, 2017 | 24 | 2017 |
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 | 23 | 2011 |
Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators J Olsson, J Ströjby | 21 | 2011 |
Adaptive sequential Monte Carlo by means of mixture of experts J Cornebise, E Moulines, J Olsson Statistics and Computing 24, 317-337, 2014 | 15 | 2014 |
Posterior consistency for partially observed Markov models R Douc, J Olsson, F Roueff Stochastic Processes and their Applications 130 (2), 733-759, 2020 | 13* | 2020 |
Particle-based online estimation of tangent filters with application to parameter estimation in nonlinear state-space models J Olsson, J Westerborn Alenlöv Annals of the Institute of Statistical Mathematics 72, 545-576, 2020 | 12 | 2020 |
A pseudo-marginal sequential Monte Carlo online smoothing algorithm P Gloaguen, S Le Corff, J Olsson Bernoulli 28 (4), 2606-2633, 2022 | 10 | 2022 |
Resampling algorithms for high energy physics simulations J Olsson, S Plätzer, M Sjödahl The European Physical Journal C 80, 1-9, 2020 | 10 | 2020 |