Concepedia

Particle Smoothing

Particle Smoothing is a sequential Bayesian inference method that approximates the joint posterior distribution of latent states over a complete observation sequence using a set of weighted particles, distinguished from filtering by incorporating future observations to refine past state estimates.

73

Publications

3.7K

Citations

158

Authors

112

Institutions

Publications per year

2017–2026

11

Variants

Particle Smoother

Parents

Publications

73

Monte Carlo Smoothing for Nonlinear Time Series

Simon Godsill, Arnaud Doucet, Mike West · Journal of the American Statistical Association · 2004 · 545 citations

, , +16

Restoring particle consistency in smoothed particle hydrodynamics

Moubin Liu, G. R. Liu · Applied Numerical Mathematics · 2005 · 402 citations

, , +11

Generalised Filtering

Karl Friston, Klaas Ε. Stephan, Baojuan Li et al. · Mathematical Problems in Engineering · 2010 · 171 citations · Full text

, , +16

Fast particle smoothing

Mike Klaas, Mark Briers, Nando de Freitas et al. · 2006 · 168 citations

, , +10

Adaptive particle refinement and derefinement applied to the smoothed particle hydrodynamics method

Daniel Barcarolo, David Le Touzé, G. Oger et al. · Journal of Computational Physics · 2014 · 154 citations

, , +12

1–5 of 73

Authors

158

  1. SG
    Simon Godsill

    University of Cambridge, United Kingdom

    11 publications · 902 citations

    11

    h-index

  2. JO
    Jimmy Olsson

    Laboratoire Traitement et Communication de l’Information, France

    6 publications · 286 citations

    6

    h-index

  3. PB
    Pete Bunch

    University of Cambridge, United Kingdom

    5 publications · 116 citations

    5

    h-index

  4. TB
    Thomas B. Schön

    Linköping University, Sweden

    5 publications · 122 citations

    5

    h-index

  5. AD
    Arnaud Doucet

    University of Cambridge, United Kingdom

    4 publications · 847 citations

    4

    h-index

1–5 of 158

Institutions

112

  1. University of Cambridge

    Cambridge, United Kingdom

    11 h-index

    19 publications

    801 citations

  2. Centre National de la Recherche Scientifique

    Paris, France

    5 h-index

    8 publications

    698 citations

  3. Télécom SudParis

    Évry-Courcouronnes, France

    4 h-index

    5 publications

    242 citations

  4. Institut Polytechnique de Paris

    Palaiseau, France

    4 h-index

    5 publications

    242 citations

  5. University College London

    London, United Kingdom

    4 h-index

    7 publications

    812 citations

  6. Linköping University

    Linköping, Sweden

    4 h-index

    7 publications

    163 citations

  7. Duke University

    Durham, United States

    3 h-index

    4 publications

    234 citations

  8. Laboratoire Traitement et Communication de l’Information

    Palaiseau, France

    3 h-index

    5 publications

    374 citations

1–8 of 112

Venues

  1. IEEE Transactions on Signal Processing

    8 publications · 264 citations

    8

    h-index

  2. arXiv (Cornell University)

    Repository · 4 publications · 93 citations

    4

    h-index

  3. 3

    h-index

  4. Bernoulli

    2 publications · 110 citations

    2

    h-index

  5. Computational Mechanics

    1 publications · 103 citations

    1

    h-index

1–5