Chair, Statistics Department and Frank B. Baird Jr., Professor of Science. Professor of Economics and Professor of Statistics
Auxiliary variable particle filters
Pitt, Michael J, and Neil Shephard. 2001. “Auxiliary variable particle filters.” Sequential Monte Carlo Methods in Practice, (edited by A. Doucet, J.F.G de Freitas and N.J. Gordon), 273-293. New York: Springer-Verlag.