A lagged particle filter for stable filtering of certain high-dimensional state-space models (Q5052898)
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scientific article; zbMATH DE number 7623609
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| English | A lagged particle filter for stable filtering of certain high-dimensional state-space models |
scientific article; zbMATH DE number 7623609 |
Statements
A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models (English)
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25 November 2022
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filtering
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sequential Monte Carlo
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lag approximations
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high-dimensional particle filter
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0.8691238164901733
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0.7675912380218506
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0.761046826839447
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0.7539761066436768
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0.7411558032035828
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