scientific article
From MaRDI portal
Publication:3015761
Arnaud Doucet, Adam M. Johansen
Publication date: 13 July 2011
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (only showing first 100 items - show all)
Marginal Likelihood Computation for Model Selection and Hypothesis Testing: An Extensive Review ⋮ Coupling Techniques for Nonlinear Ensemble Filtering ⋮ A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models ⋮ Particle methods: An introduction with applications ⋮ When artificial parameter evolution gets real: particle filtering for time-varying parameter estimation in deterministic dynamical systems ⋮ Theoretical and numerical studies of inverse source problem for the linear parabolic equation with sparse boundary measurements ⋮ A Unification of Weighted and Unweighted Particle Filters ⋮ Global Consensus Monte Carlo ⋮ Importance Sampling-Based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models ⋮ Limits of Accuracy for Parameter Estimation and Localization in Single-Molecule Microscopy via Sequential Monte Carlo Methods ⋮ The frontier of simulation-based inference ⋮ A Survey of Sequential Monte Carlo Methods for Economics and Finance ⋮ Autodifferentiable Ensemble Kalman Filters ⋮ Multilevel Monte Carlo for Smoothing via Transport Methods ⋮ Reversible Jump Particle Filter (RJPF) for Wideband DOA Tracking ⋮ Estimation of the cell membrane permeability for gas transport from surface pH measurements ⋮ Reduced-order autodifferentiable ensemble Kalman filters ⋮ Advanced Multilevel Monte Carlo Methods ⋮ Approximate Bayesian Computation for a Class of Time Series Models ⋮ Rethinking the Effective Sample Size ⋮ Particle filtering for Gumbel‐distributed daily maxima of methane and nitrous oxide ⋮ Data assimilation for large‐scale spatio‐temporal systems using a location particle smoother ⋮ Some contributions to sequential Monte Carlo methods for option pricing ⋮ Combining dynamic mode decomposition with ensemble Kalman filtering for tracking and forecasting ⋮ Latent Gaussian Count Time Series ⋮ Adaptive Meshfree Backward SDE Filter ⋮ A Seamless Multilevel Ensemble Transform Particle Filter ⋮ Sequential estimation of temporally evolving latent space network models ⋮ Ensemble MCMC: accelerating pseudo-marginal MCMC for state space models using the ensemble Kalman filter ⋮ The divide-and-conquer sequential Monte Carlo algorithm: theoretical properties and limit theorems ⋮ Semiparametric estimation of latent variable asset pricing models ⋮ State Space Modeling & Bayesian Inference with Computational Intelligence ⋮ Ensemble transport smoothing. II: Nonlinear updates ⋮ Ensemble transport smoothing. I: Unified framework ⋮ Multilevel Particle Filters ⋮ Control-data separation and logical condition propagation for efficient inference on probabilistic programs ⋮ Probing robustness of nonlinear filter stability numerically using sinkhorn divergence ⋮ Comparison of simulation-based algorithms for parameter estimation and state reconstruction in nonlinear state-space models ⋮ A Particle Method for Solving Fredholm Equations of the First Kind ⋮ Deep parameterizations of pairwise and triplet Markov models for unsupervised classification of sequential data ⋮ Structured filtering ⋮ A sparse matrix formulation of model-based ensemble Kalman filter ⋮ A PRticle filter algorithm for nonparametric estimation of multivariate mixing distributions ⋮ Practical adaptive quantum tomography ⋮ Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering ⋮ Diffusion Map-based Algorithm for Gain Function Approximation in the Feedback Particle Filter ⋮ A Defensive Marginal Particle Filtering Method for Data Assimilation ⋮ Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo ⋮ On the modelling of nested risk-neutral stochastic processes with applications in insurance ⋮ A new particle filter based on smooth variable structure filter ⋮ Filtering with State-Observation Examples via Kernel Monte Carlo Filter ⋮ Bayesian Inference and Online Learning in Poisson Neuronal Networks ⋮ Bagged Filters for Partially Observed Interacting Systems ⋮ How to Avoid the Curse of Dimensionality: Scalability of Particle Filters with and without Importance Weights ⋮ Effective bandwidth of non-Markovian packet traffic ⋮ Robust online Hamiltonian learning ⋮ A Practical Example for the Non-linear Bayesian Filtering of Model Parameters ⋮ Particle filtering of dynamical networks: Highlighting observability issues ⋮ Multilevel Sequential Importance Sampling for Rare Event Estimation ⋮ Dynamic generalized extreme value modeling via particle filters ⋮ Optimal Decoding of Dynamic Stimuli by Heterogeneous Populations of Spiking Neurons: A Closed-Form Approximation ⋮ Approximate Optimal Controls via Instanton Expansion for Low Temperature Free Energy Computation ⋮ Quantifying Truncation-Related Uncertainties in Unsteady Fluid Dynamics Reduced Order Models ⋮ A Backward Doubly Stochastic Differential Equation Approach for Nonlinear Filtering Problems ⋮ On the Foundations and the Applications of Evolutionary Computing ⋮ Lévy Backward SDE Filter for Jump Diffusion Processes and Its Applications in Material Sciences ⋮ Bayesian methods for time‐varying state and parameter estimation in induction machines ⋮ Unnamed Item ⋮ Path storage in the particle filter ⋮ On Large Lag Smoothing for Hidden Markov Models ⋮ Particle Metropolis-Hastings using gradient and Hessian information ⋮ Multilevel Ensemble Transform Particle Filtering ⋮ On periodic autoregressive stochastic volatility models: structure and estimation ⋮ Theory of segmented particle filters ⋮ Sequential Monte Carlo methods for filtering of unobservable components of multidimensional diffusion Markov processes ⋮ Forest resampling for distributed sequential Monte Carlo ⋮ A stable particle filter for a class of high-dimensional state-space models ⋮ A Limited-Memory Multiple Shooting Method for Weakly Constrained Variational Data Assimilation ⋮ Sparse Bayesian Imaging of Solar Flares ⋮ Model-Based Diagnosis with Probabilistic Models ⋮ Unnamed Item ⋮ Model Error Estimation Using the Expectation Maximization Algorithm and a Particle Flow Filter ⋮ Learning in Volatile Environments With the Bayes Factor Surprise ⋮ Practical Bayesian tomography ⋮ Enhanced operation of wastewater treatment plant using state estimation-based fault detection strategies ⋮ Particle Markov Chain Monte Carlo Methods ⋮ The Gibbs sampler with particle efficient importance sampling for state-space models* ⋮ The Ensemble Kalman Filter for Rare Event Estimation ⋮ Stochastic Gradient MCMC for State Space Models ⋮ Numerical solution for a class of SPDEs over bounded domains ⋮ Altering Gaussian process to Student-t process for maximum distribution construction ⋮ Sequential Monte Carlo sampling in hidden Markov models of nonlinear dynamical systems ⋮ Layered adaptive importance sampling ⋮ A new smoothing algorithm for jump Markov linear systems ⋮ A drift homotopy implicit particle filter method for nonlinear filtering problems ⋮ Resampled ensemble Kalman inversion for Bayesian parameter estimation with sequential data ⋮ Adaptive importance sampling for control and inference ⋮ Twisting the alive particle filter ⋮ On the convergence of adaptive sequential Monte Carlo methods ⋮ Efficient model comparison techniques for models requiring large scale data augmentation
This page was built for publication: