{"id":"https://openalex.org/W2111838850","doi":"https://doi.org/10.1109/tsp.2011.2161296","title":"Rao-Blackwellization of Particle Markov Chain Monte Carlo Methods Using Forward Filtering Backward Sampling","display_name":"Rao-Blackwellization of Particle Markov Chain Monte Carlo Methods Using Forward Filtering Backward Sampling","publication_year":2011,"publication_date":"2011-07-07","ids":{"openalex":"https://openalex.org/W2111838850","doi":"https://doi.org/10.1109/tsp.2011.2161296","mag":"2111838850"},"language":"en","primary_location":{"id":"doi:10.1109/tsp.2011.2161296","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tsp.2011.2161296","pdf_url":null,"source":{"id":"https://openalex.org/S168680287","display_name":"IEEE Transactions on Signal Processing","issn_l":"1053-587X","issn":["1053-587X","1941-0476"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Signal Processing","raw_type":"journal-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/A5013971077","display_name":"Jimmy Olsson","orcid":"https://orcid.org/0000-0003-0772-846X"},"institutions":[{"id":"https://openalex.org/I1279596006","display_name":"Statistics Sweden","ror":"https://ror.org/05x7wz523","country_code":"SE","type":"government","lineage":["https://openalex.org/I1279596006"]},{"id":"https://openalex.org/I187531555","display_name":"Lund University","ror":"https://ror.org/012a77v79","country_code":"SE","type":"education","lineage":["https://openalex.org/I187531555"]}],"countries":["SE"],"is_corresponding":true,"raw_author_name":"Jimmy Olsson","raw_affiliation_strings":["Centre of Mathematical Sciences, Division of Mathematical Statistics, Lund University, Lund, Sweden","Div. of Math. Stat., Lund Univ., Lund, Sweden"],"affiliations":[{"raw_affiliation_string":"Centre of Mathematical Sciences, Division of Mathematical Statistics, Lund University, Lund, Sweden","institution_ids":["https://openalex.org/I1279596006","https://openalex.org/I187531555"]},{"raw_affiliation_string":"Div. of Math. Stat., Lund Univ., Lund, Sweden","institution_ids":["https://openalex.org/I187531555"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5005769394","display_name":"Tobias Ryd\u00e8n","orcid":"https://orcid.org/0000-0002-0384-6795"},"institutions":[{"id":"https://openalex.org/I86987016","display_name":"KTH Royal Institute of Technology","ror":"https://ror.org/026vcq606","country_code":"SE","type":"education","lineage":["https://openalex.org/I86987016"]}],"countries":["SE"],"is_corresponding":false,"raw_author_name":"Tobias Ryden","raw_affiliation_strings":["Department of Mathematics, Division of Mathmatical Statistics, KTH Royal Institute of Technology, Stockholm, Sweden","Dept. of Math., KTH R. Inst. of Technol., Stockholm, Sweden"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Division of Mathmatical Statistics, KTH Royal Institute of Technology, Stockholm, Sweden","institution_ids":["https://openalex.org/I86987016"]},{"raw_affiliation_string":"Dept. of Math., KTH R. Inst. of Technol., Stockholm, Sweden","institution_ids":["https://openalex.org/I86987016"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5013971077"],"corresponding_institution_ids":["https://openalex.org/I1279596006","https://openalex.org/I187531555"],"apc_list":null,"apc_paid":null,"fwci":5.7232,"has_fulltext":false,"cited_by_count":33,"citation_normalized_percentile":{"value":0.95960591,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":"59","issue":"10","first_page":"4606","last_page":"4619"},"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":0.998199999332428,"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":0.998199999332428,"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/T11303","display_name":"Bayesian Modeling and Causal Inference","score":0.9948999881744385,"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/T12814","display_name":"Gaussian Processes and Bayesian Inference","score":0.9947999715805054,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/particle-filter","display_name":"Particle filter","score":0.8286580443382263},{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.71211838722229},{"id":"https://openalex.org/keywords/auxiliary-particle-filter","display_name":"Auxiliary particle filter","score":0.6253945231437683},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.6061956882476807},{"id":"https://openalex.org/keywords/smoothing","display_name":"Smoothing","score":0.5846327543258667},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5487953424453735},{"id":"https://openalex.org/keywords/state-space","display_name":"State space","score":0.5043035745620728},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.46741294860839844},{"id":"https://openalex.org/keywords/importance-sampling","display_name":"Importance sampling","score":0.4659603238105774},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.4642060399055481},{"id":"https://openalex.org/keywords/gaussian","display_name":"Gaussian","score":0.4274545907974243},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4008519649505615},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3672616481781006},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.34530210494995117},{"id":"https://openalex.org/keywords/ensemble-kalman-filter","display_name":"Ensemble Kalman filter","score":0.3392995595932007},{"id":"https://openalex.org/keywords/kalman-filter","display_name":"Kalman filter","score":0.3058844208717346},{"id":"https://openalex.org/keywords/extended-kalman-filter","display_name":"Extended Kalman filter","score":0.18663445115089417},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.116778165102005},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.0899515450000763}],"concepts":[{"id":"https://openalex.org/C52421305","wikidata":"https://www.wikidata.org/wiki/Q1151499","display_name":"Particle filter","level":3,"score":0.8286580443382263},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.71211838722229},{"id":"https://openalex.org/C52483021","wikidata":"https://www.wikidata.org/wiki/Q4827310","display_name":"Auxiliary particle filter","level":5,"score":0.6253945231437683},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.6061956882476807},{"id":"https://openalex.org/C3770464","wikidata":"https://www.wikidata.org/wiki/Q775963","display_name":"Smoothing","level":2,"score":0.5846327543258667},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5487953424453735},{"id":"https://openalex.org/C72434380","wikidata":"https://www.wikidata.org/wiki/Q230930","display_name":"State space","level":2,"score":0.5043035745620728},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.46741294860839844},{"id":"https://openalex.org/C52740198","wikidata":"https://www.wikidata.org/wiki/Q1539564","display_name":"Importance sampling","level":3,"score":0.4659603238105774},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.4642060399055481},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.4274545907974243},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4008519649505615},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3672616481781006},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.34530210494995117},{"id":"https://openalex.org/C79334102","wikidata":"https://www.wikidata.org/wiki/Q3072268","display_name":"Ensemble Kalman filter","level":4,"score":0.3392995595932007},{"id":"https://openalex.org/C157286648","wikidata":"https://www.wikidata.org/wiki/Q846780","display_name":"Kalman filter","level":2,"score":0.3058844208717346},{"id":"https://openalex.org/C206833254","wikidata":"https://www.wikidata.org/wiki/Q5421817","display_name":"Extended Kalman filter","level":3,"score":0.18663445115089417},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.116778165102005},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0899515450000763},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/tsp.2011.2161296","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tsp.2011.2161296","pdf_url":null,"source":{"id":"https://openalex.org/S168680287","display_name":"IEEE Transactions on Signal Processing","issn_l":"1053-587X","issn":["1053-587X","1941-0476"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Signal Processing","raw_type":"journal-article"},{"id":"pmh:oai:lup.lub.lu.se:f2bba21a-64b6-476b-ad55-a1fc139ef777","is_oa":false,"landing_page_url":"https://lup.lub.lu.se/record/2224264","pdf_url":null,"source":{"id":"https://openalex.org/S4306400536","display_name":"Lund University Publications (Lund University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I187531555","host_organization_name":"Lund University","host_organization_lineage":["https://openalex.org/I187531555"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"ISSN: 1053-587X","raw_type":"text"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.6000000238418579,"display_name":"Sustainable cities and communities","id":"https://metadata.un.org/sdg/11"}],"awards":[],"funders":[{"id":"https://openalex.org/F4320320360","display_name":"University of Bristol","ror":"https://ror.org/0524sp257"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":30,"referenced_works":["https://openalex.org/W242065599","https://openalex.org/W1501586228","https://openalex.org/W1512805107","https://openalex.org/W1539673959","https://openalex.org/W1883186006","https://openalex.org/W1965828084","https://openalex.org/W1966083328","https://openalex.org/W1977825281","https://openalex.org/W1988827501","https://openalex.org/W2025262040","https://openalex.org/W2040478633","https://openalex.org/W2054038204","https://openalex.org/W2086699924","https://openalex.org/W2110916557","https://openalex.org/W2126736494","https://openalex.org/W2131598171","https://openalex.org/W2142623799","https://openalex.org/W2147269409","https://openalex.org/W2149532992","https://openalex.org/W2280053103","https://openalex.org/W2300327263","https://openalex.org/W2798056406","https://openalex.org/W3101593467","https://openalex.org/W4211042066","https://openalex.org/W4229793772","https://openalex.org/W4241170854","https://openalex.org/W4244486013","https://openalex.org/W4250389103","https://openalex.org/W4300163673","https://openalex.org/W6697945247"],"related_works":["https://openalex.org/W2126907425","https://openalex.org/W2368144031","https://openalex.org/W1497303808","https://openalex.org/W2075503097","https://openalex.org/W4245379261","https://openalex.org/W2514372983","https://openalex.org/W2208639223","https://openalex.org/W2195963939","https://openalex.org/W2124156864","https://openalex.org/W2381817522"],"abstract_inverted_index":{"Smoothing":[0],"in":[1,39,50],"state-space":[2,54],"models":[3],"amounts":[4],"to":[5,27,60,70],"computing":[6],"the":[7,11,22,80,92,112,142],"conditional":[8],"distribution":[9,110],"of":[10,19,21,82,91,141,151],"latent":[12],"state":[13,23,76],"trajectory,":[14],"given":[15],"observations,":[16],"or":[17],"expectations":[18],"functionals":[20],"trajectory":[24,77],"with":[25],"respect":[26],"this":[28,158],"distribution.":[29,115],"In":[30],"recent":[31],"years":[32],"there":[33],"has":[34],"been":[35],"an":[36],"increased":[37],"interest":[38],"Monte":[40,105],"Carlo-based":[41],"methods,":[42],"often":[43],"involving":[44],"particle":[45,66,93,143],"filters,":[46],"for":[47],"approximate":[48,61],"smoothing":[49,114],"nonlinear":[51],"and/or":[52],"non-Gaussian":[53],"models.":[55],"One":[56],"such":[57],"method":[58],"is":[59,111],"filter":[62,67,94,144],"distributions":[63],"using":[64,72,160],"a":[65,75,97,102,120,149],"and":[68,95,129,156],"then":[69],"simulate,":[71],"backward":[73],"kernels,":[74],"backwards":[78],"on":[79],"set":[81],"particles.":[83],"We":[84,131],"show":[85,133],"that":[86,134],"by":[87,125],"simulating":[88,135],"multiple":[89,136],"realizations":[90],"adding":[96],"Metropolis-Hastings":[98],"step,":[99],"one":[100,122],"obtains":[101],"Markov":[103],"chain":[104],"Carlo":[106],"scheme":[107],"whose":[108],"stationary":[109],"exact":[113],"This":[116],"procedure":[117],"expands":[118],"upon":[119],"similar":[121],"recently":[123],"proposed":[124],"Andrieu,":[126],"Doucet,":[127],"Holenstein,":[128],"Whiteley.":[130],"also":[132],"trajectories":[137],"from":[138,148],"each":[139],"realization":[140],"can":[145],"be":[146],"beneficial":[147],"perspective":[150],"variance":[152],"versus":[153],"computation":[154],"time,":[155],"illustrate":[157],"idea":[159],"two":[161],"examples.":[162]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":4},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":6},{"year":2013,"cited_by_count":3},{"year":2012,"cited_by_count":2}],"updated_date":"2026-04-05T17:49:38.594831","created_date":"2025-10-10T00:00:00"}
