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]

@article{CorenflosCS22,
  title = {De-Sequentialized Monte Carlo: a parallel-in-time particle smoother},
  author = {Adrien Corenflos and Nicolas Chopin and Simo Särkkä},
  year = {2022},
  url = {http://jmlr.org/papers/v23/22-0140.html},
  researchr = {https://researchr.org/publication/CorenflosCS22},
  cites = {0},
  citedby = {0},
  journal = {Journal of Machine Learning Research},
  volume = {23},
}