Parameter estimation in general state-space models using particle methods

Arnaud Doucet; Vladislav B. Tadić

doi:10.1007/bf02530508

Parameter estimation in general state-space models using particle methods

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf02530508 ◽

2003 ◽

Vol 55 (2) ◽

pp. 409-422 ◽

Cited By ~ 103

Author(s):

Arnaud Doucet ◽

Vladislav B. Tadić

Keyword(s):

Parameter Estimation ◽

State Space ◽

State Space Models ◽

Particle Methods ◽

General State ◽

General State Space

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Convolution particle filtering for parameter estimation in general state-space models

Proceedings of the 45th IEEE Conference on Decision and Control ◽

10.1109/cdc.2006.376751 ◽

2006 ◽

Cited By ~ 4

Author(s):

Fabien Campillo ◽

Vivien Rossi

Keyword(s):

Parameter Estimation ◽

State Space ◽

Particle Filtering ◽

State Space Models ◽

General State ◽

General State Space

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On-Line Parameter Estimation in General State-Space Models

Proceedings of the 44th IEEE Conference on Decision and Control ◽

10.1109/cdc.2005.1582177 ◽

2006 ◽

Cited By ~ 26

Author(s):

C. Andrieu ◽

A. Doucet ◽

V.B. Tadic

Keyword(s):

Parameter Estimation ◽

State Space ◽

State Space Models ◽

General State ◽

Line Parameter ◽

On Line ◽

General State Space

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Online expectation-maximization type algorithms for parameter estimation in general state space models

2003 IEEE International Conference on Acoustics, Speech, and Signal Processing, 2003. Proceedings. (ICASSP '03). ◽

10.1109/icassp.2003.1201620 ◽

2004 ◽

Cited By ~ 18

Author(s):

C. Andrieu ◽

A. Doucet

Keyword(s):

Parameter Estimation ◽

State Space ◽

Expectation Maximization ◽

State Space Models ◽

General State ◽

General State Space

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Recursive Monte Carlo algorithms for parameter estimation in general state space models

Proceedings of the 11th IEEE Signal Processing Workshop on Statistical Signal Processing (Cat. No.01TH8563) ◽

10.1109/ssp.2001.955210 ◽

2002 ◽

Cited By ~ 4

Author(s):

C. Andrieu ◽

A. Doucet

Keyword(s):

Monte Carlo ◽

Parameter Estimation ◽

State Space ◽

State Space Models ◽

General State ◽

Monte Carlo Algorithms ◽

General State Space

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Particle Filter as A Controlled Markov Chain For On-Line Parameter Estimation in General State Space Models

2006 IEEE International Conference on Acoustics Speed and Signal Processing Proceedings ◽

10.1109/icassp.2006.1660657 ◽

2006 ◽

Cited By ~ 1

Author(s):

G. Poyiadjis ◽

S.S. Singh ◽

A. Doucet

Keyword(s):

Parameter Estimation ◽

Markov Chain ◽

Particle Filter ◽

State Space ◽

State Space Models ◽

General State ◽

Line Parameter ◽

On Line ◽

General State Space

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An Overview of Sequential Monte Carlo Methods for Parameter Estimation in General State-Space Models

IFAC Proceedings Volumes ◽

10.3182/20090706-3-fr-2004.00129 ◽

2009 ◽

Vol 42 (10) ◽

pp. 774-785 ◽

Cited By ~ 72

Author(s):

N. Kantas ◽

A. Doucet ◽

S.S. Singh ◽

J.M. Maciejowski

Keyword(s):

Monte Carlo ◽

Parameter Estimation ◽

State Space ◽

Monte Carlo Methods ◽

Sequential Monte Carlo ◽

State Space Models ◽

General State ◽

Sequential Monte Carlo Methods ◽

General State Space

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Efficient computation of the maximum a posteriori path and parameter estimation in integrate-and-fire and more general state-space models

Journal of Computational Neuroscience ◽

10.1007/s10827-009-0150-x ◽

2009 ◽

Vol 29 (1-2) ◽

pp. 89-105 ◽

Cited By ~ 20

Author(s):

Shinsuke Koyama ◽

Liam Paninski

Keyword(s):

Parameter Estimation ◽

State Space ◽

State Space Models ◽

Maximum A Posteriori ◽

General State ◽

A Posteriori ◽

Efficient Computation ◽

Integrate And Fire ◽

General State Space

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Online sampling for parameter estimation in general state space models

IFAC Proceedings Volumes ◽

10.1016/s1474-6670(17)34935-2 ◽

2003 ◽

Vol 36 (16) ◽

pp. 1275-1280

Author(s):

Christope Andrieu ◽

Arnaud Doucet ◽

Vladislav B. Tadić

Keyword(s):

Parameter Estimation ◽

State Space ◽

State Space Models ◽

General State ◽

General State Space ◽

Online Sampling

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Convolution Particle Filter for Parameter Estimation in General State-Space Models

IEEE Transactions on Aerospace and Electronic Systems ◽

10.1109/taes.2009.5259183 ◽

2009 ◽

Vol 45 (3) ◽

pp. 1063-1072 ◽

Cited By ~ 40

Author(s):

Fabien Campillo ◽

Vivien Rossi

Keyword(s):

Parameter Estimation ◽

Particle Filter ◽

State Space ◽

State Space Models ◽

General State ◽

General State Space

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One-line Parameter Estimation in General State-Space Models using a Pseudo-Likelihood Approach

IFAC Proceedings Volumes ◽

10.3182/20120711-3-be-2027.00422 ◽

2012 ◽

Vol 45 (16) ◽

pp. 500-505 ◽

Cited By ~ 2

Author(s):

Christophe Andrieu ◽

Arnaud Doucet ◽

Vladislav B. Tadić

Keyword(s):

Parameter Estimation ◽

State Space ◽

State Space Models ◽

General State ◽

Pseudo Likelihood ◽

Line Parameter ◽

General State Space ◽

Likelihood Approach

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