C. Andrieu, A. Doucet, and R. Holenstein, Particle Markov chain Monte Carlo methods, Journal of the Royal Statistical Society: Series B (Statistical Methodology), vol.50, issue.3, pp.72269-342, 2010.
DOI : 10.1111/j.1467-9868.2009.00736.x

URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.156.7033

J. Arbel and I. Prünster, Discussion of " Sequential Quasi-Monte Carlo " by Gerber and Chopin, Journal of the Royal Statistical Society. Series B, vol.77, pp.559-560, 2015.

D. M. Blei and M. I. Jordan, Variational inference for Dirichlet process mixtures, Bayesian Analysis, vol.1, issue.1, pp.121-144, 2006.
DOI : 10.1214/06-BA104

URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.130.9916

F. Caron, M. Davy, A. Doucet, E. Duflos, and P. Vanheeghe, Bayesian Inference for Linear Dynamic Models With Dirichlet Process Mixtures, IEEE Transactions on Signal Processing, vol.56, issue.1, pp.71-84, 2008.
DOI : 10.1109/TSP.2007.900167

URL : https://hal.archives-ouvertes.fr/inria-00129646

C. M. Carvalho, H. F. Lopes, N. G. Polson, and M. A. Taddy, Particle learning for general mixtures, Bayesian Analysis, vol.5, issue.4, pp.709-740, 2010.
DOI : 10.1214/10-BA525

URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.152.7128

R. Chen and J. S. Liu, Mixture Kalman filters, Journal of the Royal Statistical Society: Series B (Statistical Methodology), vol.62, issue.3, pp.493-508, 2000.
DOI : 10.1111/1467-9868.00246

D. Moral, P. Doucet, A. Jasra, and A. , Sequential Monte Carlo samplers, Journal of the Royal Statistical Society: Series B (Statistical Methodology), vol.55, issue.3, pp.411-436, 2006.
DOI : 10.1111/1467-9868.00095

A. Doucet, N. De-freitas, G. , and N. J. , Sequential Monte Carlo methods in Practice, 2001.
DOI : 10.1007/978-1-4757-3437-9

M. D. Escobar and M. West, Bayesian Density Estimation and Inference Using Mixtures, Journal of the American Statistical Association, vol.55, issue.430, pp.90577-588, 1995.
DOI : 10.1080/01621459.1987.10478458

URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.51.1747

P. Fearnhead, Particle filters for mixture models with an unknown number of components, Statistics and Computing, vol.14, issue.1, pp.11-21, 2004.
DOI : 10.1023/B:STCO.0000009418.04621.cd

T. Ferguson, A Bayesian Analysis of Some Nonparametric Problems, The Annals of Statistics, vol.1, issue.2, pp.209-230, 1973.
DOI : 10.1214/aos/1176342360

M. Gerber and N. Chopin, Sequential quasi Monte Carlo, Journal of the Royal Statistical Society: Series B (Statistical Methodology), vol.59, issue.3, pp.509-579, 2015.
DOI : 10.1111/rssb.12104

N. J. Gordon, D. J. Salmond, and A. F. Smith, Novel approach to nonlinear/non-Gaussian Bayesian state estimation, IEE Proceedings F (Radar and Signal Processing, pp.107-113, 1993.
DOI : 10.1049/ip-f-2.1993.0015

J. E. Griffin, Sequential Monte Carlo methods for mixtures with normalized random measures with independent increments priors, Statistics and Computing, vol.36, issue.1???3, 2015.
DOI : 10.1007/s11222-015-9612-3

S. Jain and R. M. Neal, A Split-Merge Markov chain Monte Carlo Procedure for the Dirichlet Process Mixture Model, Journal of Computational and Graphical Statistics, vol.13, issue.1, pp.158-182, 2004.
DOI : 10.1198/1061860043001

L. F. James, A. Lijoi, and I. Prünster, Posterior Analysis for Normalized Random Measures with Independent Increments, Scandinavian Journal of Statistics, vol.85, issue.1, pp.76-97, 2009.
DOI : 10.1111/j.1467-9469.2008.00609.x

J. S. Liu, Nonparametric hierarchical Bayes via sequential imputation. The Annals of Statistics, pp.910-930, 1996.
DOI : 10.1214/aos/1032526949

A. Lo, On a class of Bayesian nonparametric estimates: I. Density estimates. The Annals of Statistics, pp.351-357, 1984.

S. N. Maceachern, M. Clyde, and J. S. Liu, Sequential importance sampling for nonparametric Bayes models: The next generation, Canadian Journal of Statistics, vol.7, issue.2, pp.251-267, 1999.
DOI : 10.2307/3315637

R. M. Neal, Markov chain sampling methods for Dirichlet process mixture models, Journal of computational and graphical statistics, vol.9, issue.2, pp.249-265, 2000.
DOI : 10.1080/10618600.2000.10474879

J. Pitman and M. Yor, The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator. The Annals of Probability, pp.855-900, 1997.