Improved particle filter for nonlinear problems

Markov Chain Monte Carlo in Practice

1995 • 7,899 citations

Stochastic Processes and Filtering Theory

1970 • 7,520 citations

Novel approach to nonlinear/non-Gaussian Bayesian state estimation

1993 • 7,442 citations

Monte Carlo methods

1964 • 3,128 citations

Filtering via Simulation: Auxiliary Particle Filters

1999 • 2,200 citations

Monte Carlo Filter and Smoother for Non-Gaussian Nonlinear State Space Models

1996 • 2,128 citations

Monte Carlo Methods

1964 • 1,873 citations

Monte Carlo: Concepts, Algorithms, and Applications

1997 • 1,679 citations

Bayesian Statistics without Tears: A Sampling–Resampling Perspective

1992 • 865 citations

Monte Carlo

1996 • 836 citations

Non-Gaussian State—Space Modeling of Nonstationary Time Series

1987 • 758 citations

A Monte Carlo Approach to Nonnormal and Nonlinear State-Space Modeling

1992 • 540 citations

Dynamic Generalized Linear Models and Bayesian Forecasting

1985 • 524 citations

The Calculation of Posterior Distributions by Data Augmentation: Comment: A Noniterative Sampling/Importance Resampling Alternative to the Data Augmentation Algorithm for Creating a Few Imputations When Fractions of Missing Information Are Modest: The SIR Algorithm

1987 • 393 citations

Dynamic Conditional Independence Models and Markov Chain Monte Carlo Methods

1997 • 227 citations

Bayesian state estimation for tracking and guidance using the bootstrap filter

1995 • 162 citations

Recursive Bayesian estimation using piece-wise constant approximations

1988 • 131 citations

A particle approximation of the solution of the Kushner–Stratonovitch equation

1999 • 74 citations

Deleted Work

1955 • 0 citations