Free Access
Issue
ESAIM: M2AN
Volume 46, Number 3, May-June 2012
Special volume in honor of Professor David Gottlieb
Page(s) 535 - 543
DOI https://doi.org/10.1051/m2an/2011055
Published online 11 January 2012
  1. M. Arulampalam, S. Maskell, N. Gordon and T. Clapp, A tutorial on particle filters for online nonlinear/nongaussian Bayesia tracking. IEEE Trans. Signal Process. 50 (2002) 174–188. [NASA ADS] [CrossRef]
  2. P. Bickel, B. Li and T. Bengtsson, Sharp failure rates for the bootstrap particle filter in high dimensions. IMS Collections : Pushing the Limits of Contemporary Statistics : Contributions in Honor of Jayanta K. Ghosh 3 (2008) 318–329. [CrossRef]
  3. S. Bozic, Digital and Kalman Filtering. Butterworth-Heinemann, Oxford (1994).
  4. A.J. Chorin and P. Krause, Dimensional reduction for a Bayesian filter. Proc. Natl. Acad. Sci. USA 101 (2004) 15013–15017. [CrossRef] [MathSciNet]
  5. A.J. Chorin and X. Tu, Implicit sampling for particle filters. Proc. Natl. Acad. Sc. USA 106 (2009) 17249–17254. [CrossRef]
  6. A.J. Chorin, M. Morzfeld and X. Tu, Implicit particle filters for data assimilation. Commun. Appl. Math. Comput. Sci. 5 (2010) 221–240. [CrossRef] [MathSciNet]
  7. A. Doucet and A. Johansen, Particle filtering and smoothing : Fifteen years later, in Handbook of Nonlinear Filtering, edited by D. Crisan and B. Rozovsky, to appear.
  8. A. Doucet, S. Godsill and C. Andrieu, On sequential Monte Carlo sampling methods for Bayesian filtering. Stat. Comput. 10 (2000) 197–208. [CrossRef]
  9. A. Doucet, N. de Freitas and N. Gordon, Sequential Monte Carlo Methods in Practice. Springer, New York (2001).
  10. M. Dowd, A sequential Monte Carlo approach for marine ecological prediction. Environmetrics 17 (2006) 435–455. [CrossRef]
  11. W. Gilks and C. Berzuini, Following a moving target-Monte Carlo inference for dynamic Bayesian models. J. Roy. Statist. Soc. B 63 (2001) 127–146. [CrossRef]
  12. J. Liu and C. Sabatti, Generalized Gibbs sampler and multigrid Monte Carlo for Bayesian computation. Biometrika 87 (2000) 353–369. [CrossRef]
  13. S. Maceachern, M. Clyde and J. Liu, Sequential importance sampling for nonparametric Bayes models : the next generation. Can. J. Stat. 27 (1999) 251–267. [CrossRef]
  14. M. Morzfeld, X. Tu, E. Atkins and A.J. Chorin, A random map implementation of implicit filters. Submitted to J. Comput. Phys.
  15. C. Snyder, T. Bengtsson, P. Bickel and J. Anderson, Obstacles to high-dimensional particle filtering. Mon. Weather Rev. 136 (2008) 4629–4640. [CrossRef]

Recommended for you