Multilevel Particle Filters (Q4599144)

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scientific article; zbMATH DE number 6819709
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English
Multilevel Particle Filters
scientific article; zbMATH DE number 6819709

    Statements

    title
    Multilevel Particle Filters (English)
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    DOI
    10.1137/17M1111553
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    author
    Ajay Jasra
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    Kengo Kamatani
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    Yan Zhou
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    Kody J. H. Law
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    publication date
    18 December 2017
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    Mathematics Subject Classification ID
    62M20
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    60G35
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    60J60
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    65C05
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    65C35
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    62P05
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    zbMATH DE Number
    6819709
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    zbMATH Keywords
    filtering
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    diffusions
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    particle filter
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    multilevel Monte Carlo
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    arXiv ID
    1510.04977
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    cites work
    Q4819702
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    Q3015761
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    Q4433869
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    Q4004325
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    Data Assimilation
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    Q4508926
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    OpenAlex ID
    W2962749494
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