{"paper":{"title":"The iterated auxiliary particle filter","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"stat.CO","authors_text":"Adam M. Johansen, Anthony Lee, Pieralberto Guarniero","submitted_at":"2015-11-19T18:09:13Z","abstract_excerpt":"We present an offline, iterated particle filter to facilitate statistical inference in general state space hidden Markov models. Given a model and a sequence of observations, the associated marginal likelihood L is central to likelihood-based inference for unknown statistical parameters. We define a class of \"twisted\" models: each member is specified by a sequence of positive functions psi and has an associated psi-auxiliary particle filter that provides unbiased estimates of L. We identify a sequence psi* that is optimal in the sense that the psi*-auxiliary particle filter's estimate of L has"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1511.06286","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":""},"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"}