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Fig. 3 | EURASIP Journal on Advances in Signal Processing

Fig. 3

From: Online sequential Monte Carlo smoother for partially observed diffusion processes

Fig. 3

Log-growth model - EM intermediate quantity. Estimation of the EM intermediate quantity \(\mathcal {Q}(\theta,\theta)\) using the fixed lag (FL) technique for five different lags, and the GRand PaRIS algorithm using 200 replicates. The whiskers represent the extent of the 95% central values. The dot represents the empirical mean over the 200 replicates. The dotted line shows the reference value, computed using the GRand PaRIS algorithm with N=5000 particles

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