On the use of backward simulation in the particle Gibbs sampler

Fredrik Lindsten, Thomas B. Schön. On the use of backward simulation in the particle Gibbs sampler. In 2012 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2012, Kyoto, Japan, March 25-30, 2012. pages 3845-3848, IEEE, 2012. [doi]

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