A pseudo-marginal version of the PaRIS smoother computes online additive smoothing estimates with linear cost and constant memory, with exponential concentration, a central limit theorem, nearly linear variance growth, and an O(n epsilon) bias bound.
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A pseudo-marginal sequential Monte Carlo online smoothing algorithm
A pseudo-marginal version of the PaRIS smoother computes online additive smoothing estimates with linear cost and constant memory, with exponential concentration, a central limit theorem, nearly linear variance growth, and an O(n epsilon) bias bound.