De-Sequentialized Monte Carlo: a parallel-in-time particle smoother

Adrien Corenflos, Nicolas Chopin, Simo Särkkä. De-Sequentialized Monte Carlo: a parallel-in-time particle smoother. Journal of Machine Learning Research, 23, 2022. [doi]

Authors

Adrien Corenflos

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Nicolas Chopin

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Simo Särkkä

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