The following pages link to (Q2753022):
Displayed 50 items.
- A tutorial on particle filters (Q313090) (← links)
- Estimation in the partially observed stochastic Morris-Lecar neuronal model with particle filter and stochastic approximation methods (Q400585) (← links)
- Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers (Q457269) (← links)
- Particle-kernel estimation of the filter density in state-space models (Q470055) (← links)
- Latent binary MRF for online reconstruction of large scale systems (Q505979) (← links)
- Reuse, recycle, reweigh: combating influenza through efficient sequential Bayesian computation for massive data (Q542932) (← links)
- Particle filters for partially-observed Boolean dynamical systems (Q680526) (← links)
- On the effectiveness of Monte Carlo for initial uncertainty forecasting in nonlinear dynamical systems (Q680541) (← links)
- Analysis of single particle diffusion with transient binding using particle filtering (Q738666) (← links)
- On the convergence of two sequential Monte Carlo methods for maximum a posteriori sequence estimation and stochastic global optimization (Q746254) (← links)
- Approximate nonlinear filtering and its application in navigation (Q813997) (← links)
- Effective branching splitting method under cost constraint (Q952828) (← links)
- Derivative-free estimation methods: new results and performance analysis (Q963986) (← links)
- Maximum likelihood estimation of the Cox-Ingersoll-Ross model using particle filters (Q977000) (← links)
- Fast simulated annealing in \(\mathbb R^d\) with an application to maximum likelihood estimation in state-space models (Q1019616) (← links)
- Exploring the conformational space for protein folding with sequential Monte Carlo (Q1621004) (← links)
- Statistical modelling of individual animal movement: an overview of key methods and a discussion of practical challenges (Q1622168) (← links)
- On stability and convergence of optimal estimation for networked control systems with dual packet losses without acknowledgment (Q1640717) (← links)
- Stability analysis of extended, cubature and unscented Kalman filters for estimating stiff continuous-discrete stochastic systems (Q1640718) (← links)
- Inference for differential equation models using relaxation via dynamical systems (Q1663113) (← links)
- Nested particle filters for online parameter estimation in discrete-time state-space Markov models (Q1708992) (← links)
- A parallel search strategy based on sparse representation for infrared target tracking (Q1736682) (← links)
- Importance sampling: intrinsic dimension and computational cost (Q1750255) (← links)
- Filtering and estimation for a class of stochastic volatility models with intractable likelihoods (Q1757658) (← links)
- Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime (Q1766135) (← links)
- Assimilating Eulerian and Lagrangian data in traffic-flow models (Q2001031) (← links)
- Model-based quantification of left ventricular diastolic function in critically ill patients with atrial fibrillation from routine data: a feasibility study (Q2003713) (← links)
- Ensemble Kalman inversion: mean-field limit and convergence analysis (Q2029092) (← links)
- A generalized multi-fidelity simulation method using sparse polynomial chaos expansion (Q2033075) (← links)
- A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces (Q2042659) (← links)
- Ensemble Kalman inversion for nonlinear problems: weights, consistency, and variance bounds (Q2072641) (← links)
- Parametric estimation of hidden Markov models by least squares type estimation and deconvolution (Q2093141) (← links)
- Gaussian process enhanced semi-automatic approximate Bayesian computation: parameter inference in a stochastic differential equation system for chemotaxis (Q2120013) (← links)
- Sequential ensemble transform for Bayesian inverse problems (Q2127151) (← links)
- Kernel learning backward SDE filter for data assimilation (Q2133767) (← links)
- Efficient particle smoothing for Bayesian inference in dynamic survival models (Q2135903) (← links)
- A comparison of nonlinear extensions to the ensemble Kalman filter. Gaussian anamorphosis and two-step ensemble filters (Q2147573) (← links)
- Constrained ensemble Langevin Monte Carlo (Q2148951) (← links)
- Overall hyperbolic-singular-value-decomposition-based square-root solutions in Kalman filters with deterministically sampled mean and covariance for state estimation in continuous-discrete nonlinear stochastic systems (Q2157851) (← links)
- A fast particle-based approach for calibrating a 3-D model of the Antarctic ice sheet (Q2194450) (← links)
- Particle filter-based data assimilation technique for the evaluation of transport of pollutants in small rivers (Q2204173) (← links)
- Subsampling sequential Monte Carlo for static Bayesian models (Q2209734) (← links)
- Dynamic quantile linear models: a Bayesian approach (Q2226684) (← links)
- Online state estimation for discrete nonlinear dynamic systems with nonlinear noise and interference (Q2263661) (← links)
- Probabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering: a new perspective (Q2302458) (← links)
- Nudging the particle filter (Q2302493) (← links)
- Subsampling MCMC -- an introduction for the survey statistician (Q2316968) (← links)
- Ergodicity and accuracy of optimal particle filters for Bayesian data assimilation (Q2335868) (← links)
- A multi-rate multiple model track-before-detect particle filter (Q2389880) (← links)
- Optimal point process filtering and estimation of the coalescent process (Q2404020) (← links)