Jimmy Olsson

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

Jimmy Olsson, Olivier Cappé, Randal Douc et al. · Bernoulli · 2008 · 160 citations · Full text

State Estimation, Em Algorithm, Parameter Identification +10

Sequential Monte Carlo smoothing for general state space hidden Markov models

Randal Douc, Aurélien Garivier, Éric Moulines et al. · The Annals of Applied Probability · 2011 · 146 citations · Full text

Marginal Smoothing Error, Engineering, Data Science +13

Adaptive methods for sequential importance sampling with application to state space models

Julien Cornebise, Éric Moulines, Jimmy Olsson · Statistics and Computing · 2008 · 72 citations · Full text

Hidden Markov Model, Sequential Learning, Adaptive Methods +7

Efficient particle-based online smoothing in general hidden Markov models: The PaRIS algorithm

Jimmy Olsson, Johan Westerborn · Bernoulli · 2017 · 51 citations · Full text

Rapid Incremental Smoother, Engineering, Stochastic Optimization +11

Optimality of the auxiliary particle filter

Randal Douc, Éric Moulines, Jimmy Olsson · 2009 · 46 citations