ESAIM: Proceedings

Open Access

Foreword p. I

Christophe Andrieu and Dan Crisan

Published online: 30 October 2007

DOI: https://doi.org/10.1051/proc:071900

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Convergence of the equi-energy sampler p. 1

Christophe Andrieu, Ajay Jasra, Arnaud Doucet and Pierre Del Moral

Published online: 30 October 2007

DOI: https://doi.org/10.1051/proc:071901

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On the use of sequential Monte Carlo methods for approximating smoothing functionals, with application to fixed parameter estimation p. 6

Jimmy Olsson, Olivier Cappé, Randal Douc and Éric Moulines

Published online: 30 October 2007

DOI: https://doi.org/10.1051/proc:071902

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Particle filtering for continuous-time hidden Markov models p. 12

Nicolas Chopin and Elisa Varini

Published online: 30 October 2007

DOI: https://doi.org/10.1051/proc:071903

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An approximate McKean-Vlasov model for the stochastic filtering problem p. 18

Dan Crisan and Jie Xiong

Published online: 30 October 2007

DOI: https://doi.org/10.1051/proc:071904

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Stability of sequential Markov Chain Monte Carlo methods p. 22

Andreas Eberle and Carlo Marinelli

Published online: 30 October 2007

DOI: https://doi.org/10.1051/proc:071905

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The filtering problem: an application of weak approximations of SDEs p. 32

Saadia Ghazali

Published online: 30 October 2007

DOI: https://doi.org/10.1051/proc:071906

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Particle filters for continuous-time jump models in tracking applications p. 39

Simon Godsill

Published online: 30 October 2007

DOI: https://doi.org/10.1051/proc:071907

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The marginalized particle filter – analysis, applications and generalizations p. 53

Thomas B. Schön, Rickard Karlsson and Fredrik Gustafsson

Published online: 30 October 2007

DOI: https://doi.org/10.1051/proc:071908

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Adaptive particle techniques and rare event estimation p. 65

Frédéric Cérou and Arnaud Guyader

Published online: 30 October 2007

DOI: https://doi.org/10.1051/proc:071909

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Stability of the discrete time filter in terms of the tails of noise distributions p. 73

Kari Heine

Published online: 30 October 2007

DOI: https://doi.org/10.1051/proc:071910

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Non-linear Markov Chain Monte Carlo p. 79

Christophe Andrieu, Ajay Jasra, Arnaud Doucet and Pierre Del Moral

Published online: 30 October 2007

DOI: https://doi.org/10.1051/proc:071911

• Abstract
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Combined use of importance weights and resampling weights in sequential Monte Carlo methods p. 85

Francois Le Gland

Published online: 30 October 2007

DOI: https://doi.org/10.1051/proc:071912

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Limit theorems for weighted samples with applications to sequential Monte Carlo methods p. 101

R. Douc and E. Moulines

Published online: 30 October 2007

DOI: https://doi.org/10.1051/proc:071913

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Particle Filters for Multiscale Diffusions p. 108

Anastasia Papavasiliou

Published online: 30 October 2007

DOI: https://doi.org/10.1051/proc:071914

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Particle filter-based approximate maximum likelihood inference asymptotics in state-space models p. 115

Jimmy Olsson and Tobias Rydén

Published online: 30 October 2007

DOI: https://doi.org/10.1051/proc:071915

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Numerical solutions for a class of SPDEs over bounded domains p. 121

Dan Crisan and Jie Xiong

Published online: 30 October 2007

DOI: https://doi.org/10.1051/proc:071916

• Abstract
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