Statisfaction

Another update on unbiased smoothing

Posted in General by Pierre Jacob on 19 January 2019

maybug

Hi all,

This is a short update on my research on unbiased smoothing with coupled conditional particle filters. In a previous post I naively explained that I was done with the project since the article was accepted for publication in a journal.

However, a bug was found in the code thanks to a very careful reader. So I’ve fixed the code, re-launched all the simulations, and updated the arXiv version straight away; that was on September 5, 2018. The conclusions of the article are unchanged, thankfully; in fact, the text of the article is exactly the same, only the numerical values in the tables and the figures are different. Phew!

Since then the version with the buggy results was retracted from the journal, and hopefully, the updated version will be published soon. In the meantime the arXiv version is up-to-date.

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