{"paper":{"title":"A pseudo-marginal sequential Monte Carlo online smoothing algorithm","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.ME"],"primary_cat":"stat.CO","authors_text":"CITI, Jimmy Olsson (KTH Royal Institute of Technology), Pierre Gloaguen (MIA-Paris), Sylvain Le Corff (IP Paris, TIPIC-SAMOVAR)","submitted_at":"2019-08-20T09:53:17Z","abstract_excerpt":"We consider online computation of expectations of additive state functionals under general path probability measures proportional to products of unnormalised transition densities. These transition densities are assumed to be intractable but possible to estimate, with or without bias. Using pseudo-marginalisation techniques we are able to extend the particle-based, rapid incremental smoother (PaRIS) algorithm proposed in [J.Olsson and J.Westerborn. Efficient particle-based online smoothing in general hidden Markov models: The PaRIS algorithm. Bernoulli, 23(3):1951--1996, 2017] to this setting. "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1908.07254","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/1908.07254/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}