An Overview of Recent Advances in Monte-Carlo Methods for Bayesian Filtering in High-Dimensional Spaces

François Septier (1, 2) , Gareth W. Peters (3)

1 Institut TELECOM/TELECOM Lille1
2 CRIStAL - Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189
3 UCL - University College of London [London]

Domains: Engineering Sciences [physics]; Signal and Image processing; Statistics [stat]; Applications [stat.AP]; Statistics [stat]; Computation [stat.CO]; Statistics [stat]; Methodology [stat.ME]

François Septier, Gareth W. Peters. An Overview of Recent Advances in Monte-Carlo Methods for Bayesian Filtering in High-Dimensional Spaces. Peters, Gareth W.; Matsui, Tomoko. Theoretical Aspects of Spatial-Temporal Modeling, SpringerBriefs - JSS Research Series in Statistics, 2015, 9784431553359. ⟨hal-01198429⟩