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Tag: rbpf
5 items with this tag.
Apr 13, 2026
RBPF particle-count diagnostics (cheap N* predictors)
particle-filter
rbpf
regime-switching
variance-prediction
diagnostics
snr
regime-separation
Apr 13, 2026
Robustness Experiments: 12-Piece Infrastructure Summary
cre
regime-switching
robustness
infrastructure
rbpf
Apr 13, 2026
TSM MLE: Hamilton-Kim Filter vs RBPF vs IS Ground Truth on 3D Macro-Only
cre
regime-switching
hamilton-kim
rbpf
importance-sampling
tsm
mle-validation
Apr 13, 2026
Differentiable RBPF for gradient-based structural estimation of regime-switching macro-finance models
differentiable
particle-filter
rbpf
gradient
optimization
regime-switching
Apr 13, 2026
MJLS-aware RBPF variance reduction exploiting mode-known Kalman structure
rbpf
particle-filter
mjls
variance-reduction
common-random-numbers
imm
importance-sampling