Pages that link to "Item:Q817977"

The following pages link to Optimal quantization methods for nonlinear filtering with discrete-time observations (Q817977):

Displaying 17 items.

• Asymptotics of the maximal radius of an \(L^{r}\)-optimal sequence of quantizers (Q408108) (← links)
• Numerical method for impulse control of piecewise deterministic Markov processes (Q445881) (← links)
• Optimal quantization applied to sliced inverse regression (Q645618) (← links)
• Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (Q681989) (← links)
• Filtering via approximate Bayesian computation (Q693364) (← links)
• A simulation approach to optimal stopping under partial information (Q1045791) (← links)
• Synchronization of stochastic coupled systems via feedback control based on discrete-time state observations (Q1680812) (← links)
• Greedy vector quantization (Q1791088) (← links)
• Numerical method for optimal stopping of piecewise deterministic Markov processes (Q1958493) (← links)
• High-resolution product quantization for Gaussian processes under sup-norm distortion (Q2469646) (← links)
• Convergence of Markovian Stochastic Approximation with Discontinuous Dynamics (Q2799358) (← links)
• Pointwise Convergence of the Lloyd I Algorithm in Higher Dimension (Q2820188) (← links)
• An Introduction to Particle Methods with Financial Applications (Q2917424) (← links)
• Optimal Delaunay and Voronoi Quantization Schemes for Pricing American Style Options (Q2917431) (← links)
• Robust maneuver strategy of observer for bearings‐only tracking (Q5213823) (← links)
• Pricing of barrier options by marginal functional quantization (Q5388198) (← links)
• Introduction to vector quantization and its applications for numerics (Q5744911) (← links)