Accelerated Monte Carlo for optimal estimation of time series
From MaRDI portal
Publication:2574163
DOI10.1007/s10955-005-3770-1zbMath1088.82026OpenAlexW2089556301MaRDI QIDQ2574163
Juan M. Restrepo, Gregory L. Eyink, Francis J. Alexander
Publication date: 18 November 2005
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10955-005-3770-1
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (9)
Sampling the posterior: an approach to non-Gaussian data assimilation ⋮ Continuous-discrete path integral filtering ⋮ Improved distributed particle filters for tracking in a wireless sensor network ⋮ Optimal tuning of the hybrid Monte Carlo algorithm ⋮ Data assimilation using a GPU accelerated path integral Monte Carlo approach ⋮ Estimating parameters in stochastic systems: A variational Bayesian approach ⋮ A path integral method for data assimilation ⋮ Variational Markov chain Monte Carlo for Bayesian smoothing of non-linear diffusions ⋮ Particle filtering with path sampling and an application to a bimodal ocean current model
Cites Work
- Simulated annealing using hybrid Monte Carlo
- Dynamical equations for optimal nonlinear filtering
- Conditional Markov Processes
- On the most probable path for diffusion processes
- Generalised Gibbs sampler and multigrid Monte Carlo for Bayesian computation
- Most probable histories for nonlinear dynamics: Tracking climate transitions
- Cost of the generalised hybrid Monte Carlo algorithm for free field theory
- Testing a Fourier-accelerated hybrid Monte Carlo algorithm
- Maximum a posteriori sequence estimation using Monte Carlo particle filters
This page was built for publication: Accelerated Monte Carlo for optimal estimation of time series
