@article{JMLR:v15:lindsten14a,
  author  = {Fredrik Lindsten and Michael I. Jordan and Thomas B. Sch{{\"o}}n},
  title   = {Particle Gibbs with Ancestor Sampling},
  journal = {Journal of Machine Learning Research},
  year    = {2014},
  volume  = {15},
  number  = {63},
  pages   = {2145--2184},
  url     = {http://jmlr.org/papers/v15/lindsten14a.html}
}