Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Sequential Monte Carlo smoothing with application to parameter
  estimation in non-linear state space models   This paper concerns the use of sequential Monte Carlo methods (SMC) for
smoothing in general state space models. A well-known problem when applying the
standard SMC technique in the smoothing mode is that the resampling mechanism
introduces degeneracy of the approximation in the path space. However, when
performing maximum likelihood estimation via the EM algorithm, all functionals
involved are of additive form for a large subclass of models. To cope with the
problem in this case, a modification of the standard method (based on a
technique proposed by Kitagawa and Sato) is suggested. Our algorithm relies on
forgetting properties of the filtering dynamics and the quality of the
estimates produced is investigated, both theoretically and via simulations.

33
The categories of this paper are: plasm-ph
28
The categories of this paper are: alg-geom
29
The categories of this paper are: funct-an
12
The categories of this paper are: nucl-th
31
The categories of this paper are: ao-sci
6
The categories of this paper are: astro-ph
0
The categories of this paper are: hep-ph
17
The categories of this paper are: q-fin
24
The categories of this paper are: dg-ga
22
The categories of this paper are: chao-dyn
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The categories of this paper are: mtrl-th
34
The categories of this paper are: chem-ph
19
The categories of this paper are: eess
14
The categories of this paper are: math-ph
25
The categories of this paper are: patt-sol
5
The categories of this paper are: gr-qc