Mastrototaro, Alessandro; Olsson, Jimmy; Alenlöv, Johan Fast and numerically stable particle-based online additive smoothing: the AdaSmooth algorithm. (English) Zbl 07820388 J. Am. Stat. Assoc. 119, No. 545, 356-367 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Mastrototaro} et al., J. Am. Stat. Assoc. 119, No. 545, 356--367 (2024; Zbl 07820388) Full Text: DOI arXiv OA License
Martin, Alice; Étienne, Marie-Pierre; Gloaguen, Pierre; Le Corff, Sylvain; Olsson, Jimmy Backward importance sampling for online estimation of state space models. (English) Zbl 07792629 J. Comput. Graph. Stat. 32, No. 4, 1447-1460 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Martin} et al., J. Comput. Graph. Stat. 32, No. 4, 1447--1460 (2023; Zbl 07792629) Full Text: DOI arXiv
Mastrototaro, Alessandro; Olsson, Jimmy Adaptive online variance estimation in particle filters: the ALVar estimator. (English) Zbl 1517.62037 Stat. Comput. 33, No. 4, Paper No. 77, 26 p. (2023). MSC: 62-08 65C05 PDFBibTeX XMLCite \textit{A. Mastrototaro} and \textit{J. Olsson}, Stat. Comput. 33, No. 4, Paper No. 77, 26 p. (2023; Zbl 1517.62037) Full Text: DOI arXiv
Olsson, Jimmy; Pavlenko, Tatjana; Rios, Felix L. Sequential sampling of junction trees for decomposable graphs. (English) Zbl 1496.62019 Stat. Comput. 32, No. 5, Paper No. 80, 18 p. (2022). MSC: 62-08 05C80 65C05 PDFBibTeX XMLCite \textit{J. Olsson} et al., Stat. Comput. 32, No. 5, Paper No. 80, 18 p. (2022; Zbl 1496.62019) Full Text: DOI arXiv
Gloaguen, Pierre; Le Corff, Sylvain; Olsson, Jimmy A pseudo-marginal sequential Monte Carlo online smoothing algorithm. (English) Zbl 07594072 Bernoulli 28, No. 4, 2606-2633 (2022). MSC: 62Mxx 65Cxx 60Jxx PDFBibTeX XMLCite \textit{P. Gloaguen} et al., Bernoulli 28, No. 4, 2606--2633 (2022; Zbl 07594072) Full Text: DOI arXiv Link
Olsson, Jimmy; Westerborn Alenlöv, Johan Particle-based online estimation of tangent filters with application to parameter estimation in nonlinear state-space models. (English) Zbl 1469.62327 Ann. Inst. Stat. Math. 72, No. 2, 545-576 (2020). Reviewer: Romeo Negrea (Timişoara) MSC: 62M05 60G35 62M20 65C05 PDFBibTeX XMLCite \textit{J. Olsson} and \textit{J. Westerborn Alenlöv}, Ann. Inst. Stat. Math. 72, No. 2, 545--576 (2020; Zbl 1469.62327) Full Text: DOI arXiv
Douc, Randal; Olsson, Jimmy; Roueff, François Posterior consistency for partially observed Markov models. (English) Zbl 1471.60107 Stochastic Processes Appl. 130, No. 2, 733-759 (2020). MSC: 60J05 62F15 62M05 PDFBibTeX XMLCite \textit{R. Douc} et al., Stochastic Processes Appl. 130, No. 2, 733--759 (2020; Zbl 1471.60107) Full Text: DOI arXiv
Olsson, Jimmy; Pavlenko, Tatjana; Rios, Felix L. Bayesian learning of weakly structural Markov graph laws using sequential Monte Carlo methods. (English) Zbl 1431.62339 Electron. J. Stat. 13, No. 2, 2865-2897 (2019). Reviewer: Alessandro Selvitella (Fort Wayne) MSC: 62L20 62A09 65C05 PDFBibTeX XMLCite \textit{J. Olsson} et al., Electron. J. Stat. 13, No. 2, 2865--2897 (2019; Zbl 1431.62339) Full Text: DOI arXiv Euclid
Olsson, Jimmy; Douc, Randal Numerically stable online estimation of variance in particle filters. (English) Zbl 1426.62246 Bernoulli 25, No. 2, 1504-1535 (2019). MSC: 62M05 62M20 60J22 PDFBibTeX XMLCite \textit{J. Olsson} and \textit{R. Douc}, Bernoulli 25, No. 2, 1504--1535 (2019; Zbl 1426.62246) Full Text: DOI arXiv Euclid
Bizjajeva, Svetlana; Olsson, Jimmy Antithetic sampling for sequential Monte Carlo methods with application to state-space models. (English) Zbl 1400.65007 Ann. Inst. Stat. Math. 68, No. 5, 1025-1053 (2016). MSC: 65C05 62M20 60F05 PDFBibTeX XMLCite \textit{S. Bizjajeva} and \textit{J. Olsson}, Ann. Inst. Stat. Math. 68, No. 5, 1025--1053 (2016; Zbl 1400.65007) Full Text: DOI
Cornebise, Julien; Moulines, Eric; Olsson, Jimmy Adaptive sequential Monte Carlo by means of mixture of experts. (English) Zbl 1325.62151 Stat. Comput. 24, No. 3, 317-337 (2014). MSC: 62L10 60J22 62M05 65C05 62B10 PDFBibTeX XMLCite \textit{J. Cornebise} et al., Stat. Comput. 24, No. 3, 317--337 (2014; Zbl 1325.62151) Full Text: DOI arXiv
Douc, Randal; Moulines, Eric; Olsson, Jimmy Long-term stability of sequential Monte Carlo methods under verifiable conditions. (English) Zbl 1429.62364 Ann. Appl. Probab. 24, No. 5, 1767-1802 (2014). MSC: 62M05 62F12 62M20 60G35 PDFBibTeX XMLCite \textit{R. Douc} et al., Ann. Appl. Probab. 24, No. 5, 1767--1802 (2014; Zbl 1429.62364) Full Text: DOI arXiv Euclid
Olsson, Jimmy; Ströjby, Jonas Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators. (English) Zbl 1274.62564 Electron. J. Stat. 5, 1090-1122 (2011). MSC: 62M09 65C05 PDFBibTeX XMLCite \textit{J. Olsson} and \textit{J. Ströjby}, Electron. J. Stat. 5, 1090--1122 (2011; Zbl 1274.62564) Full Text: DOI arXiv Euclid
Douc, Randal; Garivier, Aurélien; Moulines, Eric; Olsson, Jimmy Sequential Monte Carlo smoothing for general state space hidden Markov models. (English) Zbl 1237.60026 Ann. Appl. Probab. 21, No. 6, 2109-2145 (2011). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60G10 60K35 60G18 PDFBibTeX XMLCite \textit{R. Douc} et al., Ann. Appl. Probab. 21, No. 6, 2109--2145 (2011; Zbl 1237.60026) Full Text: DOI arXiv
Douc, Randal; Moulines, Eric; Olsson, Jimmy; van Handel, Ramon Consistency of the maximum likelihood estimator for general hidden Markov models. (English) Zbl 1209.62194 Ann. Stat. 39, No. 1, 474-513 (2011). MSC: 62M05 62F12 62B10 62M10 PDFBibTeX XMLCite \textit{R. Douc} et al., Ann. Stat. 39, No. 1, 474--513 (2011; Zbl 1209.62194) Full Text: DOI arXiv
Olsson, Jimmy; Cappé, Olivier; Douc, Randal; Moulines, Éric Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models. (English) Zbl 1155.62055 Bernoulli 14, No. 1, 155-179 (2008). MSC: 62L12 65C05 PDFBibTeX XMLCite \textit{J. Olsson} et al., Bernoulli 14, No. 1, 155--179 (2008; Zbl 1155.62055) Full Text: DOI arXiv
Olsson, Jimmy; Rydén, Tobias Asymptotic properties of particle filter-based maximum likelihood estimators for state space models. (English) Zbl 1132.62064 Stochastic Processes Appl. 118, No. 4, 649-680 (2008). MSC: 62M09 62F12 62M20 62M05 65C40 60J22 PDFBibTeX XMLCite \textit{J. Olsson} and \textit{T. Rydén}, Stochastic Processes Appl. 118, No. 4, 649--680 (2008; Zbl 1132.62064) Full Text: DOI