Log-normalization constant estimation using the ensemble Kalman–Bucy filter with application to high-dimensional models (Q5055363)
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scientific article; zbMATH DE number 7632668
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Log-normalization constant estimation using the ensemble Kalman–Bucy filter with application to high-dimensional models |
scientific article; zbMATH DE number 7632668 |
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Log-normalization constant estimation using the ensemble Kalman–Bucy filter with application to high-dimensional models (English)
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13 December 2022
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Kalman-Bucy filter
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Riccati equations
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normalizing constant
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nonlinear Markov processes
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parameter estimation
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