Particle filters
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Publication:373535
DOI10.3150/12-BEJSP07zbMath1275.93058arXiv1309.7807MaRDI QIDQ373535
Publication date: 17 October 2013
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1309.7807
state space modelssmoothing algorithmensemble Kalman filterimportance sampling and resamplingsequential Monte Carlo method
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Uses Software
Cites Work
- Smoothing algorithms for state-space models
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- A variant of importance splitting for rare event estimation
- Monte Carlo techniques to estimate the conditional expectation in multi-stage non-linear filtering†
- Data Assimilation
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