An introduction to sequential Monte Carlo methods.
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- Nested particle filters for online parameter estimation in discrete-time state-space Markov models
- A parallel search strategy based on sparse representation for infrared target tracking
- Importance sampling: intrinsic dimension and computational cost
- Filtering and estimation for a class of stochastic volatility models with intractable likelihoods
- Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
- Assimilating Eulerian and Lagrangian data in traffic-flow models
- Model-based quantification of left ventricular diastolic function in critically ill patients with atrial fibrillation from routine data: a feasibility study
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- Efficient particle smoothing for Bayesian inference in dynamic survival models
- A comparison of nonlinear extensions to the ensemble Kalman filter. Gaussian anamorphosis and two-step ensemble filters
- Constrained ensemble Langevin Monte Carlo
- 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
- A fast particle-based approach for calibrating a 3-D model of the Antarctic ice sheet
- Particle filter-based data assimilation technique for the evaluation of transport of pollutants in small rivers
- Subsampling sequential Monte Carlo for static Bayesian models
- Dynamic quantile linear models: a Bayesian approach
- Online state estimation for discrete nonlinear dynamic systems with nonlinear noise and interference
- Probabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering: a new perspective
- Nudging the particle filter
- Subsampling MCMC -- an introduction for the survey statistician
- Ergodicity and accuracy of optimal particle filters for Bayesian data assimilation
- A multi-rate multiple model track-before-detect particle filter
- Optimal point process filtering and estimation of the coalescent process
- Scaling up Bayesian variational inference using distributed computing clusters
- Asymptotic properties of particle filter-based maximum likelihood estimators for state space models
- Book Review: Fundamentals of stochastic filtering
- A tutorial on particle filters
- Importance Sampling and Necessary Sample Size: An Information Theory Approach
- Bayesian Conditional Density Filtering
- Estimation in the partially observed stochastic Morris-Lecar neuronal model with particle filter and stochastic approximation methods
- Gradient-based simulated maximum likelihood estimation for stochastic volatility models using characteristic functions
- Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers
- Qualitative robustness in Bayesian inference
- A Bayesian nonparametric approach to dynamical noise reduction
- Particle Filters for nonlinear data assimilation in high-dimensional systems
- Stochastic filtering methods in electronic trading
- Variational particle approximations
- Particle-kernel estimation of the filter density in state-space models
- Parameter Estimation in Multiple Dynamic Synaptic Coupling Model Using Bayesian Point Process State-Space Modeling Framework
- Bayesian state estimation in the presence of slow-rate integrated measurement
- Altering Gaussian process to Student-t process for maximum distribution construction
- Latent binary MRF for online reconstruction of large scale systems
- Portfolio insurance under rough volatility and Volterra processes
- An ergodic theorem for the weighted ensemble method
- A stochastic variant of the EM algorithm to fit mixed (discrete and continuous) longitudinal data with nonignorable missingness
- Online Bayesian learning for mixtures of spatial spline regressions with mixed effects
- Adaptive Semiparametric Bayesian Differential Equations Via Sequential Monte Carlo
- A Defensive Marginal Particle Filtering Method for Data Assimilation
- scientific article; zbMATH DE number 7307467 (Why is no real title available?)
- Grid methods for Bayes-optimal continuous-discrete filtering and utilizing a functional tensor train representation
- Adaptive time stepping methods within a data assimilation framework applied to non-isothermal flow dynamics
- Addressing the curse of dimensionality in stochastic dynamics: a Wiener path integral variational formulation with free boundaries
- The Wigner branching random walk: efficient implementation and performance evaluation
- Ensemble Kalman methods with constraints
- Uniform convergence over time of a nested particle filtering scheme for recursive parameter estimation in state-space Markov models
- A Two-Step Branching Splitting Model Under Cost Constraint for Rare Event Analysis
- Reuse, recycle, reweigh: combating influenza through efficient sequential Bayesian computation for massive data
- Ensemble Kalman sampler: mean-field limit and convergence analysis
- Accelerated Bayesian inference-based history matching of petroleum reservoirs using polynomial chaos expansions
- Daisee: Adaptive importance sampling by balancing exploration and exploitation
- Gaussian kernel quadrature Kalman filter
- Latent Gaussian Count Time Series
- On spatially correlated observations in importance sampling methods for subsidence estimation
- A subdiffusive stochastic volatility jump model
- Deep parameterizations of pairwise and triplet Markov models for unsupervised classification of sequential data
- Structured filtering
- Some models are useful, but how do we know which ones? Towards a unified Bayesian model taxonomy
- Stein variational gradient descent: many-particle and long-time asymptotics
- A novel stochastically stable variational Bayesian Kalman filter for spacecraft attitude estimation
- Simultaneous state-input-stiffness estimation for nonlinear Duffing oscillators avoiding Jacobian linearization
- NIRK-based mixed-type accurate continuous-discrete Gaussian filters with deterministically sampled expectation and covariance for state estimation in continuous-time stochastic process models with discrete measurements
- Differentiable particle filters with smoothly jittered resampling
- Estimating Boltzmann averages for protein structural quantities using sequential Monte Carlo
- Handling of uncertainty in medical data using machine learning and probability theory techniques: a review of 30 years (1991--2020)
- Bayesian spatial and spatiotemporal models based on multiscale factorizations
- A switching state-space transmission model for tracking epidemics and assessing interventions
- State space emulation and annealed sequential Monte Carlo for high dimensional optimization
- On the effectiveness of Monte Carlo for initial uncertainty forecasting in nonlinear dynamical systems
- Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series
- Likelihood level adapted estimation of marginal likelihood for Bayesian model selection
- Scalable simulation-based inference for implicitly defined models using a metamodel for Monte Carlo log-likelihood estimator
- Joint state-parameter estimation for the reduced fracture model via the united filter
- Ensemble Kalman methods: a mean-field perspective
- Using Early Rejection Markov Chain Monte Carlo and Gaussian Processes to Accelerate ABC Methods
- Multi-stage stochastic frontier analysis for simple networks
- Adaptive particle-based approximations of the Gibbs posterior for inverse problems
- Optimal \(\mathcal{L}_p\) filtering for discrete-time non-Gaussian dynamic systems
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