{"id":"https://openalex.org/W2975792780","doi":"https://doi.org/10.1109/isit.2019.8849337","title":"Asymptotic Properties of Recursive Particle Maximum Likelihood Estimation","display_name":"Asymptotic Properties of Recursive Particle Maximum Likelihood Estimation","publication_year":2019,"publication_date":"2019-07-01","ids":{"openalex":"https://openalex.org/W2975792780","doi":"https://doi.org/10.1109/isit.2019.8849337","mag":"2975792780"},"language":"en","primary_location":{"id":"doi:10.1109/isit.2019.8849337","is_oa":false,"landing_page_url":"https://doi.org/10.1109/isit.2019.8849337","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2019 IEEE International Symposium on Information Theory (ISIT)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5075157489","display_name":"Vladislav B. Tadi\u0107","orcid":"https://orcid.org/0000-0001-5805-9265"},"institutions":[{"id":"https://openalex.org/I36234482","display_name":"University of Bristol","ror":"https://ror.org/0524sp257","country_code":"GB","type":"education","lineage":["https://openalex.org/I36234482"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Vladislav Z. B. Tadi\u0107","raw_affiliation_strings":["School of Mathematics, University of Bristol, Bristol, United Kingdom"],"affiliations":[{"raw_affiliation_string":"School of Mathematics, University of Bristol, Bristol, United Kingdom","institution_ids":["https://openalex.org/I36234482"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5091677854","display_name":"Randal Douc","orcid":"https://orcid.org/0000-0003-3910-9495"},"institutions":[{"id":"https://openalex.org/I40120149","display_name":"University of Oxford","ror":"https://ror.org/052gg0110","country_code":"GB","type":"education","lineage":["https://openalex.org/I40120149"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Arnaud Doucet","raw_affiliation_strings":["Department of Statistics, University of Oxford, Oxford, United Kingdom"],"affiliations":[{"raw_affiliation_string":"Department of Statistics, University of Oxford, Oxford, United Kingdom","institution_ids":["https://openalex.org/I40120149"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5075157489"],"corresponding_institution_ids":["https://openalex.org/I36234482"],"apc_list":null,"apc_paid":null,"fwci":0.2894,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.67107854,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"887","last_page":"891"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.9965999722480774,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12261","display_name":"Statistical Mechanics and Entropy","score":0.9955999851226807,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/particle-filter","display_name":"Particle filter","score":0.6930986046791077},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.6076827049255371},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5068498253822327},{"id":"https://openalex.org/keywords/filter","display_name":"Filter (signal processing)","score":0.49983882904052734},{"id":"https://openalex.org/keywords/maximum-likelihood-sequence-estimation","display_name":"Maximum likelihood sequence estimation","score":0.4650593400001526},{"id":"https://openalex.org/keywords/derivative","display_name":"Derivative (finance)","score":0.4589892327785492},{"id":"https://openalex.org/keywords/estimation-theory","display_name":"Estimation theory","score":0.4514521360397339},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.443854421377182},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.35052818059921265},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.34213393926620483}],"concepts":[{"id":"https://openalex.org/C52421305","wikidata":"https://www.wikidata.org/wiki/Q1151499","display_name":"Particle filter","level":3,"score":0.6930986046791077},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.6076827049255371},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5068498253822327},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.49983882904052734},{"id":"https://openalex.org/C191462741","wikidata":"https://www.wikidata.org/wiki/Q6795902","display_name":"Maximum likelihood sequence estimation","level":3,"score":0.4650593400001526},{"id":"https://openalex.org/C111771559","wikidata":"https://www.wikidata.org/wiki/Q66295","display_name":"Derivative (finance)","level":2,"score":0.4589892327785492},{"id":"https://openalex.org/C167928553","wikidata":"https://www.wikidata.org/wiki/Q1376021","display_name":"Estimation theory","level":2,"score":0.4514521360397339},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.443854421377182},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.35052818059921265},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.34213393926620483},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1109/isit.2019.8849337","is_oa":false,"landing_page_url":"https://doi.org/10.1109/isit.2019.8849337","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2019 IEEE International Symposium on Information Theory (ISIT)","raw_type":"proceedings-article"},{"id":"pmh:oai:ora.ox.ac.uk:uuid:5cded6d7-041d-47c9-8cc3-bce44b0a9b80","is_oa":false,"landing_page_url":"https://ora.ox.ac.uk/objects/uuid:5cded6d7-041d-47c9-8cc3-bce44b0a9b80","pdf_url":null,"source":{"id":"https://openalex.org/S4306402636","display_name":"Oxford University Research Archive (ORA) (University of Oxford)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I40120149","host_organization_name":"University of Oxford","host_organization_lineage":["https://openalex.org/I40120149"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Symplectic Elements","raw_type":"Journal article"},{"id":"pmh:oai:ora.ox.ac.uk:uuid:c1c8e01c-c0b7-45c4-91fe-66310cbffc2f","is_oa":false,"landing_page_url":"https://ora.ox.ac.uk/objects/uuid:c1c8e01c-c0b7-45c4-91fe-66310cbffc2f","pdf_url":null,"source":{"id":"https://openalex.org/S4306402636","display_name":"Oxford University Research Archive (ORA) (University of Oxford)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I40120149","host_organization_name":"University of Oxford","host_organization_lineage":["https://openalex.org/I40120149"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Symplectic Elements","raw_type":"Conference item"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G6194403621","display_name":null,"funder_award_id":"EP/R013616/1","funder_id":"https://openalex.org/F4320334627","funder_display_name":"Engineering and Physical Sciences Research Council"}],"funders":[{"id":"https://openalex.org/F4320334627","display_name":"Engineering and Physical Sciences Research Council","ror":"https://ror.org/0439y7842"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":27,"referenced_works":["https://openalex.org/W178056938","https://openalex.org/W186403726","https://openalex.org/W1491706803","https://openalex.org/W1499021337","https://openalex.org/W1568229137","https://openalex.org/W1883186006","https://openalex.org/W1965324089","https://openalex.org/W1968668741","https://openalex.org/W1972679863","https://openalex.org/W1974006687","https://openalex.org/W1989197122","https://openalex.org/W1991324737","https://openalex.org/W2010522529","https://openalex.org/W2016529189","https://openalex.org/W2022541060","https://openalex.org/W2043981929","https://openalex.org/W2044358125","https://openalex.org/W2062554530","https://openalex.org/W2068518213","https://openalex.org/W2070071756","https://openalex.org/W2080803951","https://openalex.org/W2089048182","https://openalex.org/W2591423585","https://openalex.org/W3102710946","https://openalex.org/W4232832013","https://openalex.org/W4250389103","https://openalex.org/W4254979068"],"related_works":["https://openalex.org/W2120595071","https://openalex.org/W2901507024","https://openalex.org/W1566129727","https://openalex.org/W3139607207","https://openalex.org/W2162861935","https://openalex.org/W2090147078","https://openalex.org/W1984419806","https://openalex.org/W1964091180","https://openalex.org/W2148981399","https://openalex.org/W1600683375"],"abstract_inverted_index":{"Using":[0],"stochastic":[1],"gradient":[2],"search":[3],"and":[4,29,65,73],"the":[5,26,58],"optimal":[6,27,59],"filter":[7,28,60],"derivative,":[8],"it":[9],"is":[10],"possible":[11],"to":[12,41,57],"perform":[13],"recursive":[14,48],"(i.e.,":[15],"online)":[16],"maximum":[17,49],"likelihood":[18,50],"estimation":[19],"in":[20],"a":[21,37,47,54],"non-linear":[22],"state-space":[23],"model.":[24],"As":[25],"its":[30,74],"derivative":[31,61],"are":[32,77],"analytically":[33],"intractable":[34],"for":[35],"such":[36],"model,":[38],"they":[39],"need":[40],"be":[42],"approximated":[43],"numerically.":[44],"In":[45],"[17],":[46],"algorithm":[51,72],"based":[52],"on":[53],"particle":[55],"approximation":[56],"has":[62],"been":[63],"proposed":[64],"studied":[66],"through":[67],"numerical":[68],"simulations.":[69],"Here,":[70],"this":[71],"asymptotic":[75],"behavior":[76],"analyzed":[78],"theoretically.":[79]},"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1}],"updated_date":"2026-03-25T13:04:00.132906","created_date":"2025-10-10T00:00:00"}
