Data assimilation using a GPU accelerated path integral Monte Carlo approach

DOI10.1016/j.jcp.2011.07.015zbMath1231.65013arXiv1103.4887MaRDI 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 integral; Markov chain Monte Carlo method; numerical examples; parallel computation; data assimilation; GPU computing; Hodgkin-Huxley neuron model; state and parameter estimation; transmembrane voltage time series

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

65C05: Monte Carlo methods

92C20: Neural biology

65C40: Numerical analysis or methods applied to Markov chains

65Y05: Parallel numerical computation

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