The following pages link to (Q2849820):
Displaying 50 items.
- Monocular indoor localization techniques for smartphones (Q508551) (← links)
- Representing sudden shifts in intensive dyadic interaction data using differential equation models with regime switching (Q725305) (← links)
- Fitting nonlinear ordinary differential equation models with random effects and unknown initial conditions using the stochastic approximation expectation-maximization (SAEM) algorithm (Q736434) (← links)
- Analysis of single particle diffusion with transient binding using particle filtering (Q738666) (← links)
- Efficient nonlinear optimal smoothing and sampling algorithms for complex turbulent nonlinear dynamical systems with partial observations (Q777550) (← links)
- Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter (Q1623778) (← links)
- Stability analysis of extended, cubature and unscented Kalman filters for estimating stiff continuous-discrete stochastic systems (Q1640718) (← links)
- A new method for evaluation of the Fisher information matrix for discrete mixed effect models using Monte Carlo sampling and adaptive Gaussian quadrature (Q1654246) (← links)
- Point process models for novelty detection on spatial point patterns and their extremes (Q1662930) (← links)
- Inference for differential equation models using relaxation via dynamical systems (Q1663113) (← links)
- A tensor network Kalman filter with an application in recursive MIMO Volterra system identification (Q1680889) (← links)
- Effectiveness of Bayesian filters: an information fusion perspective (Q1750549) (← links)
- Online natural gradient as a Kalman filter (Q1786581) (← links)
- Gaussian functional regression for linear partial differential equations (Q1800194) (← links)
- A marginalized unscented Kalman filter for efficient parameter estimation with applications to finite element models (Q1986271) (← links)
- An iterative Bayesian filtering framework for fast and automated calibration of DEM models (Q1987979) (← links)
- Ensemble smoothers for inference of hidden states and parameters in combinatorial regulatory model (Q1989300) (← links)
- Itô-Taylor-based square-root unscented Kalman filtering methods for state estimation in nonlinear continuous-discrete stochastic systems (Q1996678) (← links)
- Parallel probabilistic graphical model approach for nonparametric Bayesian inference (Q2000451) (← links)
- Correlation integral likelihood for stochastic differential equations (Q2001218) (← links)
- A dynamic hierarchical Bayesian model for the estimation of day-to-day origin-destination flows in transportation networks (Q2005933) (← links)
- NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements (Q2010245) (← links)
- An information based approach to stochastic control problems (Q2019688) (← links)
- Variational Bayesian adaptation of process noise covariance matrix in Kalman filtering (Q2027441) (← links)
- Analysis of Markov jump processes under terminal constraints (Q2044200) (← links)
- Exact inference for a class of hidden Markov models on general state spaces (Q2044399) (← links)
- Bayesian ODE solvers: the maximum a posteriori estimate (Q2058726) (← links)
- Deep state-space Gaussian processes (Q2058900) (← links)
- Dimension reduction in recurrent networks by canonicalization (Q2076953) (← links)
- Kernel-based prediction of non-Markovian time series (Q2077859) (← links)
- Implicit particle filtering \textit{via} a bank of nonlinear Kalman filters (Q2081786) (← links)
- A stochastic metapopulation state-space approach to modeling and estimating COVID-19 spread (Q2092173) (← links)
- Variational system identification for nonlinear state-space models (Q2103663) (← links)
- Compressed Monte Carlo with application in particle filtering (Q2123565) (← links)
- Hierarchical sparse observation models and informative prior for Bayesian inference of spatially varying parameters (Q2123799) (← links)
- Learning nonlinear turbulent dynamics from partial observations via analytically solvable conditional statistics (Q2124589) (← links)
- State estimation with limited sensors -- a deep learning based approach (Q2135833) (← links)
- A novel particle filter for extended target tracking with random hypersurface model (Q2139798) (← links)
- Sequential Bayesian experimental design for estimation of extreme-event probability in stochastic input-to-response systems (Q2142170) (← links)
- Overall hyperbolic-singular-value-decomposition-based square-root solutions in Kalman filters with deterministically sampled mean and covariance for state estimation in continuous-discrete nonlinear stochastic systems (Q2157851) (← links)
- Co-existence of trend and value in financial markets: estimating an extended Chiarella model (Q2177989) (← links)
- Using maximum cross section method for filtering jump-diffusion random processes (Q2187855) (← links)
- Asymptotic properties of linear filter for deterministic processes (Q2189138) (← links)
- SVD-based factored-form cubature Kalman filtering for continuous-time stochastic systems with discrete measurements (Q2203044) (← links)
- Convergence rates of Gaussian ODE filters (Q2209738) (← links)
- A new efficient parameter estimation algorithm for high-dimensional complex nonlinear turbulent dynamical systems with partial observations (Q2222505) (← links)
- Combined state and parameter estimation in level-set methods (Q2222638) (← links)
- Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering (Q2229127) (← links)
- Continuous-discrete smoothing of diffusions (Q2233574) (← links)
- Unifying theory of quantum state estimation using past and future information (Q2233979) (← links)
