A Wasserstein coupled particle filter for multilevel estimation (Q6073377)
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scientific article; zbMATH DE number 7750820
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Wasserstein coupled particle filter for multilevel estimation |
scientific article; zbMATH DE number 7750820 |
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A Wasserstein coupled particle filter for multilevel estimation (English)
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17 October 2023
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filtering
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diffusions
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multilevel Monte Carlo
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particle filters
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