Jimmy Olsson (Former)

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2014
Mark Adaptive sequential Monte Carlo by means of mixture of experts
Cornebise, Julien ; Moulines, Eric and Olsson, Jimmy ^LU (2014) In Statistics and Computing 24(3). p.317-337
- Contribution to journal › Article
2011
Mark Consistency of the maximum likelihood estimator for general hidden Markov models
Douc, Randal ; Moulines, Eric ; Olsson, Jimmy ^LU and van Handel, Ramon (2011) In Annals of Statistics 39(1). p.474-513
- Contribution to journal › Article
Mark Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators
Olsson, Jimmy ^LU and Ströjby, Jonas ^LU (2011) In Electronic Journal of Statistics 5. p.1090-1122
- Contribution to journal › Article
Mark Sequential Monte Carlo smoothing for general state space hidden Markov models
Douc, Randal ; Garivier, Aurelien ; Moulines, Eric and Olsson, Jimmy ^LU (2011) In Annals of Applied Probability 21(6). p.2109-2145
- Contribution to journal › Article
Mark Rao-Blackwellisation of particle Markov chain Monte Carlo methods using forward filtering backward sampling
Olsson, Jimmy ^LU and Rydén, Tobias ^LU (2011) In IEEE Transactions on Signal Processing 59(10). p.4606-4619
- Contribution to journal › Article
2008
Mark Asymptotic properties of particle filter-based maximum likelihood estimators for state space models
Olsson, Jimmy ^LU and Rydén, Tobias ^LU (2008) In Stochastic Processes and their Applications 118(4). p.649-680
- Contribution to journal › Article
Mark Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models
Olsson, Jimmy ^LU ; Cappé, Olivier ; Douc, Randal and Moulines, Éric (2008) In Bernoulli 14(1). p.155-179
- Contribution to journal › Article
Mark Adaptive methods for sequential importance sampling with application to state space models
Cornebise, Julien ; Moulines, Éric and Olsson, Jimmy ^LU (2008) In Statistics and Computing 18(4). p.461-480
- Contribution to journal › Article
2007
Mark On Bounds and Asymptotics of Sequential Monte Carlo Methods for Filtering, Smoothing, and Maximum Likelihood Estimation in State Space Models
Olsson, Jimmy ^LU (2007)
- Thesis › Doctoral thesis (compilation)
Mark On the use of sequential Monte Carlo methods for approximating smoothing functionals, with application to fixed parameter estimation
Olsson, Jimmy ^LU ; Cappé, Olivier ; Douc, Randal and Moulines, Éric (2007) Conference Oxford sur les méthodes de Monte Carlo séquentielles, 2006 19. p.6-11
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding

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