Can local particle filters beat the curse of dimensionality?

28 January 2013

Papers citing "Can local particle filters beat the curse of dimensionality?"

25 / 75 papers shown

Title
Ergodicity and Accuracy of Optimal Particle Filters for Bayesian Data Assimilation David Kelly Andrew M. Stuart 21 4 0 26 Nov 2016
Online Maximum Likelihood Estimation of the Parameters of Partially Observed Diffusion Processes S. C. Surace J. Pfister 16 28 0 01 Nov 2016
Localization in High-Dimensional Monte Carlo Filtering Sylvain Robert H. Kunsch 19 3 0 12 Oct 2016
Iterative importance sampling algorithms for parameter estimation M. Morzfeld M. Day R. Grout G. Pau S. Finsterle J. Bell 13 20 0 05 Aug 2016
Particle Filtering with Invertible Particle Flow Yunpeng Li Mark J. Coates 23 63 0 29 Jul 2016
Approximate Smoothing and Parameter Estimation in High-Dimensional State-Space Models Axel Finke Sumeetpal S. Singh 42 16 0 28 Jun 2016
Learning a Tree-Structured Ising Model in Order to Make Predictions Guy Bresler Mina Karzand 55 46 0 22 Apr 2016
Grid Based Nonlinear Filtering Revisited: Recursive Estimation & Asymptotic Optimality Dionysios S. Kalogerias Athina P. Petropulu 13 17 0 10 Apr 2016
State Space Model based Trust Evaluation over Wireless Sensor Networks: An Iterative Particle Filter Approach Bin Liu Shi Cheng 19 9 0 02 Apr 2016
What the collapse of the ensemble Kalman filter tells us about particle filters M. Morzfeld D. Hodyss C. Snyder 14 39 0 11 Dec 2015
Importance Sampling: Intrinsic Dimension and Computational Cost S. Agapiou O. Papaspiliopoulos D. Sanz-Alonso Andrew M. Stuart 17 158 0 19 Nov 2015
Scalable inference for a full multivariate stochastic volatility model P. Dellaportas A. Plataniotis Michalis K. Titsias 16 4 0 18 Oct 2015
Three discussions of the paper "sequential quasi-Monte Carlo sampling", by M. Gerber and N. Chopin Mathieu Gerber Igor Prunster N. Chopin Robin J. Ryder 26 69 0 24 May 2015
Sequential Bayesian inference for implicit hidden Markov models and current limitations Pierre E. Jacob 28 15 0 16 May 2015
Langevin and Hamiltonian based Sequential MCMC for Efficient Bayesian Filtering in High-dimensional Spaces F. Septier G. Peters 24 57 0 22 Apr 2015
Nested Sequential Monte Carlo Methods C. A. Naesseth Fredrik Lindsten Thomas B. Schon 37 83 0 09 Feb 2015
Sequential Monte Carlo Methods for Bayesian Elliptic Inverse Problems A. Beskos Ajay Jasra Ege A. Muzaffer Andrew M. Stuart 26 72 0 15 Dec 2014
A Stable Particle Filter in High-Dimensions A. Beskos Dan Crisan Ajay Jasra K. Kamatani Yan Zhou 40 35 0 11 Dec 2014
Asymptotically Optimal Discrete Time Nonlinear Filters From Stochastically Convergent State Process Approximations Dionysios S. Kalogerias Athina P. Petropulu 21 6 0 25 Nov 2014
Qualitative Robustness in Bayesian Inference H. Owhadi C. Scovel 40 26 0 14 Nov 2014
Divide-and-Conquer with Sequential Monte Carlo Fredrik Lindsten A. M. Johansen C. A. Naesseth Bonnie Kirkpatrick Thomas B. Schon J. Aston Alexandre Bouchard-Coté 32 44 0 19 Jun 2014
Comparison Theorems for Gibbs Measures Patrick Rebeschini R. Handel 21 15 0 19 Aug 2013
Fighting Sample Degeneracy and Impoverishment in Particle Filters: A Review of Intelligent Approaches Tiancheng Li Shudong Sun T. Sattar J. Corchado 51 224 0 12 Aug 2013
Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A case study for the Navier-Stokes equations N. Kantas A. Beskos Ajay Jasra 38 100 0 23 Jul 2013
Sharp failure rates for the bootstrap particle filter in high dimensions Peter J. Bickel Bo Li T. Bengtsson 69 198 0 21 May 2008