{"id":"https://openalex.org/W2341285855","doi":"https://doi.org/10.1109/tsp.2016.2637324","title":"Adapting the Number of Particles in Sequential Monte Carlo Methods Through an Online Scheme for Convergence Assessment","display_name":"Adapting the Number of Particles in Sequential Monte Carlo Methods Through an Online Scheme for Convergence Assessment","publication_year":2016,"publication_date":"2016-12-08","ids":{"openalex":"https://openalex.org/W2341285855","doi":"https://doi.org/10.1109/tsp.2016.2637324","mag":"2341285855"},"language":"en","primary_location":{"id":"doi:10.1109/tsp.2016.2637324","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tsp.2016.2637324","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":["arxiv","crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://hdl.handle.net/10016/25898","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5085691944","display_name":"V\u0301\u0131ctor Elvira","orcid":"https://orcid.org/0000-0002-8967-4866"},"institutions":[{"id":"https://openalex.org/I4210133642","display_name":"IMT Nord Europe","ror":"https://ror.org/042rh9p26","country_code":"FR","type":"education","lineage":["https://openalex.org/I205703379","https://openalex.org/I4210133642"]},{"id":"https://openalex.org/I1294671590","display_name":"Centre National de la Recherche Scientifique","ror":"https://ror.org/02feahw73","country_code":"FR","type":"government","lineage":["https://openalex.org/I1294671590"]}],"countries":["FR"],"is_corresponding":true,"raw_author_name":"Victor Elvira","raw_affiliation_strings":["IMT Lille Douai/CRIStAL UMR CNRS 9189, France"],"affiliations":[{"raw_affiliation_string":"IMT Lille Douai/CRIStAL UMR CNRS 9189, France","institution_ids":["https://openalex.org/I4210133642","https://openalex.org/I1294671590"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5049447262","display_name":"Joaqu\u0131\u0301n M\u0131\u0301guez","orcid":"https://orcid.org/0000-0001-5227-7253"},"institutions":[{"id":"https://openalex.org/I50357001","display_name":"Universidad Carlos III de Madrid","ror":"https://ror.org/03ths8210","country_code":"ES","type":"education","lineage":["https://openalex.org/I50357001"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"Joaquin Miguez","raw_affiliation_strings":["Department of Signal Theory and Communications, Universidad Carlos III de Madrid, Legan\u00e9s, Madrid, Spain"],"affiliations":[{"raw_affiliation_string":"Department of Signal Theory and Communications, Universidad Carlos III de Madrid, Legan\u00e9s, Madrid, Spain","institution_ids":["https://openalex.org/I50357001"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5110192665","display_name":"Petar M. Djurie","orcid":null},"institutions":[{"id":"https://openalex.org/I59553526","display_name":"Stony Brook University","ror":"https://ror.org/05qghxh33","country_code":"US","type":"education","lineage":["https://openalex.org/I59553526"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Petar M. Djurie","raw_affiliation_strings":["Department of Electrical and Computer Engineering, Stony Brook University, Stony Brook, NY, USA"],"affiliations":[{"raw_affiliation_string":"Department of Electrical and Computer Engineering, Stony Brook University, Stony Brook, NY, USA","institution_ids":["https://openalex.org/I59553526"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5085691944"],"corresponding_institution_ids":["https://openalex.org/I1294671590","https://openalex.org/I4210133642"],"apc_list":null,"apc_paid":null,"fwci":10.6016,"has_fulltext":false,"cited_by_count":69,"citation_normalized_percentile":{"value":0.98207646,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":99},"biblio":{"volume":"65","issue":"7","first_page":"1781","last_page":"1794"},"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":0.9998999834060669,"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":0.9998999834060669,"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/T12879","display_name":"Distributed Sensor Networks and Detection Algorithms","score":0.9943000078201294,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"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":0.9930999875068665,"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":0.7929207682609558},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.7653805613517761},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.6119009256362915},{"id":"https://openalex.org/keywords/filter","display_name":"Filter (signal processing)","score":0.5295249819755554},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4904601275920868},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.48707249760627747},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.48569998145103455},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.43754303455352783},{"id":"https://openalex.org/keywords/simple","display_name":"Simple (philosophy)","score":0.4159313142299652},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.41414710879325867},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.3271481394767761},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.1228000819683075},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.07225877046585083}],"concepts":[{"id":"https://openalex.org/C52421305","wikidata":"https://www.wikidata.org/wiki/Q1151499","display_name":"Particle filter","level":3,"score":0.7929207682609558},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.7653805613517761},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.6119009256362915},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.5295249819755554},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4904601275920868},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.48707249760627747},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.48569998145103455},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.43754303455352783},{"id":"https://openalex.org/C2780586882","wikidata":"https://www.wikidata.org/wiki/Q7520643","display_name":"Simple (philosophy)","level":2,"score":0.4159313142299652},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.41414710879325867},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.3271481394767761},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.1228000819683075},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.07225877046585083},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.1109/tsp.2016.2637324","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tsp.2016.2637324","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:dnet:earchivo____::84446daea894e26111b6e698e74e9bc6","is_oa":true,"landing_page_url":"http://hdl.handle.net/10016/25898","pdf_url":null,"source":{"id":"https://openalex.org/S4306402641","display_name":"LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Cient\u00edficas)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4383465926","host_organization_name":"LA Referencia","host_organization_lineage":["https://openalex.org/I4383465926"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:arXiv.org:1509.04879","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1509.04879","pdf_url":"https://arxiv.org/pdf/1509.04879","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"pmh:oai:HAL:hal-01437029v1","is_oa":false,"landing_page_url":"https://imt.hal.science/hal-01437029","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"IEEE Transactions on Signal Processing, 2017, 65 (7), pp.1781-1794. ⟨10.1109/TSP.2016.2637324⟩","raw_type":"Journal articles"},{"id":"pmh:oai:lilloa.univ-lille.fr:20.500.12210/24381","is_oa":true,"landing_page_url":"http://hdl.handle.net/20.500.12210/24381","pdf_url":null,"source":{"id":"https://openalex.org/S4306402203","display_name":"LillOA (Universit\u00e9 de Lille (University Of Lille))","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210123514","host_organization_name":"Centre d'Etudes en Civilisations, Langues et Litt\u00e9ratures Etrang\u00e8res","host_organization_lineage":["https://openalex.org/I4210123514"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":{"id":"pmh:oai:dnet:earchivo____::84446daea894e26111b6e698e74e9bc6","is_oa":true,"landing_page_url":"http://hdl.handle.net/10016/25898","pdf_url":null,"source":{"id":"https://openalex.org/S4306402641","display_name":"LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Cient\u00edficas)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4383465926","host_organization_name":"LA Referencia","host_organization_lineage":["https://openalex.org/I4383465926"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/10","score":0.44999998807907104,"display_name":"Reduced inequalities"}],"awards":[{"id":"https://openalex.org/G164308935","display_name":null,"funder_award_id":"TEC2013-41718-R OTOSiS","funder_id":"https://openalex.org/F4320321534","funder_display_name":"Ministerio de Educaci\u00f3n, Gobierno de Chile"},{"id":"https://openalex.org/G2194954074","display_name":null,"funder_award_id":"CCF-1618999","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G4443120474","display_name":null,"funder_award_id":"CCF-1320626","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G5053733337","display_name":null,"funder_award_id":"N62909-15-1-2011","funder_id":"https://openalex.org/F4320338298","funder_display_name":"Office of Naval Research Global"},{"id":"https://openalex.org/G694047444","display_name":null,"funder_award_id":"TEC2012-38883-C02-01","funder_id":"https://openalex.org/F4320321534","funder_display_name":"Ministerio de Educaci\u00f3n, Gobierno de Chile"},{"id":"https://openalex.org/G704522538","display_name":null,"funder_award_id":"TEC2015-69868-C2-1-R","funder_id":"https://openalex.org/F4320321534","funder_display_name":"Ministerio de Educaci\u00f3n, Gobierno de Chile"}],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"},{"id":"https://openalex.org/F4320321534","display_name":"Ministerio de Educaci\u00f3n, Gobierno de Chile","ror":"https://ror.org/018f7hf93"},{"id":"https://openalex.org/F4320338298","display_name":"Office of Naval Research Global","ror":"https://ror.org/00rk2pe57"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":57,"referenced_works":["https://openalex.org/W3294551","https://openalex.org/W95577512","https://openalex.org/W277831955","https://openalex.org/W1483307070","https://openalex.org/W1494163050","https://openalex.org/W1501586228","https://openalex.org/W1573874356","https://openalex.org/W1574590662","https://openalex.org/W1624586190","https://openalex.org/W1818170775","https://openalex.org/W1824867259","https://openalex.org/W1876120984","https://openalex.org/W1963828038","https://openalex.org/W1973876344","https://openalex.org/W1993585713","https://openalex.org/W2002409557","https://openalex.org/W2006407062","https://openalex.org/W2010986765","https://openalex.org/W2012040648","https://openalex.org/W2040196349","https://openalex.org/W2055895056","https://openalex.org/W2055936398","https://openalex.org/W2082542916","https://openalex.org/W2098613108","https://openalex.org/W2105594594","https://openalex.org/W2105934661","https://openalex.org/W2108755939","https://openalex.org/W2123657698","https://openalex.org/W2124505998","https://openalex.org/W2126736494","https://openalex.org/W2141394518","https://openalex.org/W2145780180","https://openalex.org/W2145781311","https://openalex.org/W2146387655","https://openalex.org/W2146686157","https://openalex.org/W2150024051","https://openalex.org/W2152869421","https://openalex.org/W2169921307","https://openalex.org/W2195963939","https://openalex.org/W2241896225","https://openalex.org/W2463492392","https://openalex.org/W2740493367","https://openalex.org/W2963672032","https://openalex.org/W3105189809","https://openalex.org/W3122092251","https://openalex.org/W3124477112","https://openalex.org/W4229936004","https://openalex.org/W4233616601","https://openalex.org/W4236011406","https://openalex.org/W4255133955","https://openalex.org/W4285719527","https://openalex.org/W4388085068","https://openalex.org/W6636578119","https://openalex.org/W6637742712","https://openalex.org/W6638399624","https://openalex.org/W6678636561","https://openalex.org/W6681816611"],"related_works":["https://openalex.org/W1585007175","https://openalex.org/W2382521049","https://openalex.org/W2144385241","https://openalex.org/W4300101996","https://openalex.org/W2165950148","https://openalex.org/W4253593777","https://openalex.org/W2951497643","https://openalex.org/W2015530857","https://openalex.org/W2142393343","https://openalex.org/W2556064263"],"abstract_inverted_index":{"Particle":[0],"filters":[1,68],"are":[2],"broadly":[3],"used":[4],"to":[5,36],"approximate":[6],"posterior":[7],"distributions":[8,109],"of":[9,17,19,25,33,40,52,66,83,86,120,128,135,145,148,153,161],"hidden":[10],"states":[11],"in":[12,69],"state-space":[13],"models":[14],"by":[15,111],"means":[16],"sets":[18],"weighted":[20],"particles.":[21,53],"While":[22],"the":[23,26,31,38,41,50,64,80,84,90,102,112,121,140,146,151,162],"convergence":[24,65,91],"filter":[27,156],"is":[28,43,95],"guaranteed":[29],"when":[30],"number":[32,51,85,147],"particles":[34,87,149],"tends":[35],"infinity,":[37],"quality":[39],"approximation":[42],"usually":[44],"unknown":[45],"but":[46],"strongly":[47],"dependent":[48],"on":[49,89,97,157],"In":[54],"this":[55],"paper,":[56],"we":[57,132],"propose":[58],"a":[59,76,98,116,136,154,158],"novel":[60],"method":[61,94],"for":[62,79,139],"assessing":[63],"particle":[67,155],"an":[70,126],"online":[71,81,143],"manner,":[72],"as":[73,75,125],"well":[74],"simple":[77,137],"scheme":[78],"adaptation":[82,144],"based":[88,96],"assessment.":[92],"The":[93],"sequential":[99],"comparison":[100],"between":[101],"actual":[103],"observations":[104],"and":[105,142],"their":[106],"predictive":[107],"probability":[108],"approximated":[110],"filter.":[113],"We":[114],"provide":[115],"rigorous":[117],"theoretical":[118],"analysis":[119],"proposed":[122],"methodology":[123],"and,":[124],"example":[127],"its":[129],"practical":[130],"use,":[131],"present":[133],"simulations":[134],"algorithm":[138],"dynamic":[141],"during":[150],"operation":[152],"stochastic":[159],"version":[160],"Lorenz":[163],"63":[164],"system.":[165]},"counts_by_year":[{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":4},{"year":2023,"cited_by_count":13},{"year":2022,"cited_by_count":7},{"year":2021,"cited_by_count":12},{"year":2020,"cited_by_count":6},{"year":2019,"cited_by_count":11},{"year":2018,"cited_by_count":7},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":4}],"updated_date":"2026-04-05T17:49:38.594831","created_date":"2025-10-10T00:00:00"}