8 results
Log-normalization constant estimation using the ensemble Kalman–Bucy filter with application to high-dimensional models
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- Advances in Applied Probability / Volume 54 / Issue 4 / December 2022
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- 02 September 2022, pp. 1139-1163
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- December 2022
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On concentration properties of partially observed chaotic systems
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- Advances in Applied Probability / Volume 50 / Issue 2 / June 2018
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- 26 July 2018, pp. 440-479
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- June 2018
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Uniform convergence over time of a nested particle filtering scheme for recursive parameter estimation in state-space Markov models
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- Advances in Applied Probability / Volume 49 / Issue 4 / December 2017
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- 17 November 2017, pp. 1170-1200
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- December 2017
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A stable particle filter for a class of high-dimensional state-space models
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- Advances in Applied Probability / Volume 49 / Issue 1 / March 2017
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- 17 March 2017, pp. 24-48
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- March 2017
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The stochastic filtering problem: a brief historical account
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- Journal of Applied Probability / Volume 51 / Issue A / December 2014
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- 30 March 2016, pp. 13-22
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- December 2014
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Error Bounds and Normalising Constants for Sequential Monte Carlo Samplers in High Dimensions
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- Advances in Applied Probability / Volume 46 / Issue 1 / March 2014
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- 22 February 2016, pp. 279-306
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- March 2014
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Probabilistic methods for semilinear partial differential equations. Applications to finance
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- ESAIM: Mathematical Modelling and Numerical Analysis / Volume 44 / Issue 5 / September 2010
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- 26 August 2010, pp. 1107-1133
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- September 2010
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Uniform approximations of discrete-time filters
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- Advances in Applied Probability / Volume 40 / Issue 4 / December 2008
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- 01 July 2016, pp. 979-1001
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- December 2008
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