Multilevel particle filter

16 October 2015

Papers citing "Multilevel particle filter"

11 / 11 papers shown

Title
On the Parallel Complexity of Multilevel Monte Carlo in Stochastic Gradient Descent Kei Ishikawa BDL 58 0 0 03 Oct 2023
Bayesian Parameter Inference for Partially Observed SDEs driven by Fractional Brownian Motion Mohamed Maama Ajay Jasra H. Ombao 9 1 0 01 Nov 2022
Bayesian Deep Learning with Multilevel Trace-class Neural Networks Neil K. Chada Ajay Jasra K. Law Sumeetpal S. Singh BDL UQCV 78 3 0 24 Mar 2022
Unbiased Parameter Inference for a Class of Partially Observed Levy-Process Models Hamza Ruzayqat Ajay Jasra 10 5 0 27 Dec 2021
Multilevel Stein variational gradient descent with applications to Bayesian inverse problems Terrence Alsup Luca Venturi Benjamin Peherstorfer 18 5 0 05 Apr 2021
Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo W. van den Boom Ajay Jasra M. De Iorio A. Beskos J. Eriksson 30 9 0 09 Mar 2021
Modern Monte Carlo Methods for Efficient Uncertainty Quantification and Propagation: A Survey Jiaxin Zhang 6 105 0 02 Nov 2020
A defensive marginal particle filtering method for data assimilation Linjie Wen Jiangqi Wu Linjun Lu Jinglai Li 6 3 0 20 Oct 2018
Coupling of Particle Filters Pierre E. Jacob Fredrik Lindsten Thomas B. Schon 24 24 0 03 Jun 2016
On Coupling Particle Filter Trajectories Deborshee Sen Alexandre Hoang Thiery Ajay Jasra 26 21 0 03 Jun 2016
Sharp failure rates for the bootstrap particle filter in high dimensions Peter J. Bickel Bo Li T. Bengtsson 69 198 0 21 May 2008