Score-Based Parameter Estimation for a Class of Continuous-Time State
Space Models

v1v2 (latest)

Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models

18 August 2020

Hamza Ruzayqat

ArXiv (abs)PDF HTML

Papers citing "Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models"

9 / 9 papers shown

Title
Online Identification of Stochastic Continuous-Time Wiener Models Using Sampled Data M. Abdalmoaty Efe C. Balta John Lygeros Roy S. Smith 50 0 0 09 Mar 2024
Unbiased and Multilevel Methods for a Class of Diffusions Partially Observed via Marked Point Processes Miguel Alvarez Ajay Jasra Hamza Ruzayqat 48 0 0 16 Nov 2023
Antithetic Multilevel Particle Filters Ajay Jasra Mohamed Maama H. Ombao 41 6 0 29 Jan 2023
Multi-index Sequential Monte Carlo ratio estimators for Bayesian Inverse problems K. Law N. Walton Shan Yang Ajay Jasra 52 4 0 10 Mar 2022
Multilevel Estimation of Normalization Constants Using the Ensemble Kalman-Bucy Filter Hamza Ruzayqat Neil K. Chada Ajay Jasra 57 5 0 09 Aug 2021
Unbiased Estimation of the Gradient of the Log-Likelihood for a Class of Continuous-Time State-Space Models M. Ballesio Ajay Jasra 38 2 0 24 May 2021
On Unbiased Score Estimation for Partially Observed Diffusions J. Heng J. Houssineau Ajay Jasra 54 11 0 11 May 2021
Joint Online Parameter Estimation and Optimal Sensor Placement for the Partially Observed Stochastic Advection-Diffusion Equation Louis Sharrock N. Kantas 20 10 0 18 Sep 2020
Continuous-discrete smoothing of diffusions Marcin Mider Moritz Schauer Frank van der Meulen 47 30 0 11 Dec 2017