Author of the publication

A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models.

, , , , , and . SIAM/ASA J. Uncertain. Quantification, 10 (1): 1130-1161 (March 2022)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Numerical Schemes for Effective Calibration of Elliptic and Hypo-elliptic Diffusions., , and . CoRR, (2022)A Lagged Particle Filter for Stable Filtering of certain High-Dimensional State-Space Models., , , , , and . CoRR, (2021)Optimization Based Methods for Partially Observed Chaotic Systems., , , and . Found. Comput. Math., 19 (3): 485-559 (2019)Monte Carlo co-ordinate ascent variational inference., , , and . Stat. Comput., 30 (4): 887-905 (2020)A 4D-Var method with flow-dependent background covariances for the shallow-water equations., , , and . Stat. Comput., 32 (4): 65 (2022)The G-Wishart Weighted Proposal Algorithm: Efficient Posterior Computation for Gaussian Graphical Models., , and . J. Comput. Graph. Stat., 31 (4): 1215-1224 (October 2022)A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models., , , , , and . SIAM/ASA J. Uncertain. Quantification, 10 (1): 1130-1161 (March 2022)Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models., , , , and . CoRR, (2020)Antithetic Multilevel Methods for Elliptic and Hypo-Elliptic Diffusions with Applications., , , and . CoRR, (2024)Online Smoothing for Diffusion Processes Observed with Noise., and . J. Comput. Graph. Stat., 31 (4): 1344-1360 (October 2022)