Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models (Q5005015): Difference between revisions

@@ Property / describes a project that uses @@
+Bridge.jl
@@ Property / describes a project that uses: Bridge.jl / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+BayesEstDiffusion.jl
@@ Property / describes a project that uses: BayesEstDiffusion.jl / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Fundamentals of stochastic filtering
@@ Property / cites work: Fundamentals of stochastic filtering / rank @@
+Normal rank
@@ Property / cites work @@
+Q3997575
@@ Property / cites work: Q3997575 / rank @@
+Normal rank
@@ Property / cites work @@
+Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)
+Normal rank
@@ Property / cites work @@
+Simulation of elliptic and hypo-elliptic conditional diffusions
+Normal rank
@@ Property / cites work @@
+Particle methods for stochastic differential equation mixed effects models
+Normal rank
@@ Property / cites work @@
+MLE for partially observed diffusions: Direct maximization vs. the EM algorithm
+Normal rank
@@ Property / cites work @@
+Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
+Normal rank
@@ Property / cites work @@
+Q3015758
@@ Property / cites work: Q3015758 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3086327
@@ Property / cites work: Q3086327 / rank @@
+Normal rank
@@ Property / cites work @@
+A backward particle interpretation of Feynman-Kac formulae
+Normal rank
@@ Property / cites work @@
+Multilevel Particle Filters
@@ Property / cites work: Multilevel Particle Filters / rank @@
+Normal rank
@@ Property / cites work @@
+Central limit theorems for coupled particle filters
+Normal rank
@@ Property / cites work @@
+Multilevel particle filters for the non-linear filtering problem in continuous time
+Normal rank
@@ Property / cites work @@
+Efficient particle-based online smoothing in general hidden Markov models: the PaRIS algorithm
+Normal rank
@@ Property / cites work @@
+References
@@ Property / cites work: References / rank @@
+Normal rank
@@ Property / cites work @@
+Q3328419
@@ Property / cites work: Q3328419 / rank @@
+Normal rank
@@ Property / cites work @@
+Particle approximations of the score and observed information matrix in state space models with application to parameter estimation
+Normal rank
@@ Property / cites work @@
+Application of Girsanov theorem to particle filtering of discretely observed continuous-time non-linear systems
+Normal rank
@@ Property / cites work @@
+Guided proposals for simulating multi-dimensional diffusion bridges
+Normal rank
@@ Property / cites work @@
+On coupling particle filter trajectories
@@ Property / cites work: On coupling particle filter trajectories / rank @@
+Normal rank
@@ Property / cites work @@
+Online Maximum-Likelihood Estimation of the Parameters of Partially Observed Diffusion Processes
+Normal rank
@@ Property / cites work @@
+Q3331110
@@ Property / cites work: Q3331110 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4943608
@@ Property / cites work: Q4943608 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals
+Normal rank
@@ Property / cites work @@
+Improved bridge constructs for stochastic differential equations
+Normal rank
@@ Property / OpenAlex ID @@
+W3183403283
@@ Property / OpenAlex ID: W3183403283 / rank @@
+Normal rank