A maximum entropy method for particle filtering
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Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Stochastic particle methods (65C35) Sampling theory in information and communication theory (94A20)
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- A mean field approximation in data assimilation for nonlinear dynamics
- A rigorous ODE solver and Smale's 14th problem
- A survey of convergence results on particle filtering methods for practitioners
- Adaptive Mixtures
- Alternating kernel and mixture density estimates.
- Consistent estimation of mixture complexity.
- Deterministic Nonperiodic Flow
- Finite mixture models
- Maximum entropy in the finite Stieltjes and Hamburger moment problem
- Multiple equilibria in two-dimensional thermohaline circulation
- Nonlinear Bayesian estimation using Gaussian sum approximations
- Numerical Optimization
- On Information and Sufficiency
- Quantifying Uncertainty for Non-Gaussian Ensembles in Complex Systems
- Quantifying predictability through information theory: small sample estimation in a non-Gaussian framework
- Smoothness priors analysis of time series
- Stochastic processes and filtering theory
- The Fokker-Planck equation. Methods of solution and applications
- The Monte Carlo Method
- The Monte-Carlo method for filtering with discrete-time observations
- The double kernel method in density estimation
- Turbulence noise.
- What are SRB measures, and which dynamical systems have them?
Cited in
(9)- Particle filters for continuous likelihood evaluation and maximisation
- \(q\)-calculus formalism for non-extensive particle filter
- Moment preserving constrained resampling with applications to particle-in-cell methods
- Efficient estimation and particle filter for max-stable processes
- Information theory and dynamical system predictability
- Particles resampling scheme using regularized optimal transport for sequential Monte Carlo filters
- State estimation using the particle filter with mode tracking
- Bridging the ensemble Kalman and particle filters
- Sampling the posterior: an approach to non-Gaussian data assimilation
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