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Jimmy Olsson
Jimmy Olsson
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Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models
J Olsson, O Cappé, R Douc, E Moulines
2082008
Sequential Monte Carlo smoothing for general state space hidden Markov models
R Douc, A Garivier, E Moulines, J Olsson
1932011
Consistency of the maximum likelihood estimator for general hidden Markov models
R Douc, E Moulines, J Olsson, R Van Handel
1452011
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
952008
Efficient particle-based online smoothing in general hidden Markov models: The PaRIS algorithm
J Olsson, J Westerborn
732017
Optimality of the auxiliary particle filter
R Douc, E Moulines, J Olsson
Probability and Mathematical Statistics 29 (1), 1-28, 2009
702009
Long-term stability of sequential Monte Carlo methods under verifiable conditions
R Douc, E Moulines, J Olsson
512014
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
442011
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
342008
Numerically stable online estimation of variance in particle filters
J Olsson, R Douc
332019
Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods
F Maire, R Douc, J Olsson
292014
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
282009
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
232017
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
222011
Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators
J Olsson, J Ströjby
212011
Adaptive sequential Monte Carlo by means of mixture of experts
J Cornebise, E Moulines, J Olsson
Statistics and Computing 24, 317-337, 2014
162014
A pseudo-marginal sequential Monte Carlo online smoothing algorithm
P Gloaguen, S Le Corff, J Olsson
Bernoulli 28 (4), 2606-2633, 2022
152022
Posterior consistency for partially observed Markov models
R Douc, J Olsson, F Roueff
Stochastic Processes and their Applications 130 (2), 733-759, 2020
14*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
132020
Probabilistic feature extraction, dose statistic prediction and dose mimicking for automated radiation therapy treatment planning
T Zhang, R Bokrantz, J Olsson
Medical Physics 48 (9), 4730-4742, 2021
122021
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Artículos 1–20