Particle filters
From MaRDI portal
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 models; smoothing algorithm; ensemble Kalman filter; importance sampling and resampling; sequential Monte Carlo method
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