Multilevel Ensemble Kalman–Bucy Filters (Q5097838): Difference between revisions

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+Fundamentals of stochastic filtering
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+Bias behaviour and antithetic sampling in mean-field particle approximations of SDEs nonlinear in the sense of McKean
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+On the Stability of Kalman--Bucy Diffusion Processes
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+On the stability of matrix-valued Riccati diffusions
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+Stability Properties of Systems of Linear Stochastic Differential Equations with Random Coefficients
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+On one-dimensional Riccati diffusions
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+Multilevel ensemble Kalman filtering for spatio-temporal processes
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+Q3086327
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+On the stability and the uniform propagation of chaos properties of ensemble Kalman-Bucy filters
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+On the Stability and the Uniform Propagation of Chaos of a Class of Extended Ensemble Kalman--Bucy Filters
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+The ensemble Kalman filter for combined state and parameter estimation
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+Assessment of multilevel ensemble-based data assimilation for reservoir history matching
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+Multilevel Monte Carlo Path Simulation
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+Multilevel Monte Carlo Methods
@@ Property / cites work: Multilevel Monte Carlo Methods / rank @@
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+Multilevel ensemble Kalman filtering
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+Multilevel particle filters for the non-linear filtering problem in continuous time
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+Multilevel Particle Filters
@@ Property / cites work: Multilevel Particle Filters / rank @@
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+Stochastic processes and filtering theory
@@ Property / cites work: Stochastic processes and filtering theory / rank @@
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+Q4004325
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+On the continuous time limit of the ensemble Kalman filter
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+Data Assimilation
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+Deterministic Mean-Field Ensemble Kalman Filtering
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+Q3015759
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+On the convergence of the ensemble Kalman filter.
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+How to Avoid the Curse of Dimensionality: Scalability of Particle Filters with and without Importance Weights
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+Performance analysis of local ensemble Kalman filter
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+Nonlinear stability and ergodicity of ensemble based Kalman filters
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+Long-Time Stability and Accuracy of the Ensemble Kalman--Bucy Filter for Fully Observed Processes and Small Measurement Noise
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+Analysis of a localised nonlinear ensemble Kalman Bucy filter with complete and accurate observations
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+Feedback Particle Filter
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