Data assimilation using a GPU accelerated path integral Monte Carlo approach

DOI10.1016/j.jcp.2011.07.015zbMath1231.65013arXiv1103.4887OpenAlexW2009761617MaRDI QIDQ654145

Henry D. I. Abarbanel, John C. Quinn

Publication date: 28 December 2011

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.4887

zbMATH Keywords

path integralMarkov chain Monte Carlo methodnumerical examplesparallel computationdata assimilationGPU computingHodgkin-Huxley neuron modelstate and parameter estimationtransmembrane voltage time series

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Neural biology (92C20) Numerical analysis or methods applied to Markov chains (65C40) Parallel numerical computation (65Y05)

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Cites Work

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• Accelerated Monte Carlo for optimal estimation of time series
• Deterministic Nonperiodic Flow
• Equation of State Calculations by Fast Computing Machines
• On the optimal filtering of diffusion processes
• Monte Carlo sampling methods using Markov chains and their applications

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