Particle Filters for Multiscale Diffusions

DOI10.1051/proc:071914zbMath1330.60061arXiv0710.5098OpenAlexW2134991245MaRDI QIDQ5427543

Anastasia Papavasiliou

Publication date: 20 November 2007

Published in: ESAIM: Proceedings (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0710.5098

zbMATH Keywords

particle filtersmultiscale systemsheterogeneous multiscale methodsstochastic projective integration

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (3)

Manifold learning for accelerating coarse-grained optimization ⋮ Dimension Reduction in Statistical Estimation of Partially Observed Multiscale Processes ⋮ Mean field limits for interacting diffusions in a two-scale potential

This page was built for publication: Particle Filters for Multiscale Diffusions