The ensemble Kalman filter is an ABC algorithm
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Publication:693369
DOI10.1007/s11222-011-9300-xzbMath1252.62094OpenAlexW2020868785MaRDI QIDQ693369
Tran Minh Ngoc, David J. Nott, Lucy Marshall
Publication date: 7 December 2012
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-011-9300-x
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Ensemble Kalman inversion for general likelihoods ⋮ Hierarchical nonlinear spatio-temporal agent-based models for collective animal movement ⋮ Approximate Bayesian Computation for a Class of Time Series Models ⋮ Multilevel Monte Carlo in approximate Bayesian computation ⋮ Ensemble Kalman Methods for High-Dimensional Hierarchical Dynamic Space-Time Models ⋮ McKean--Vlasov SDEs in Nonlinear Filtering
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