Multilevel estimation of normalization constants using ensemble Kalman-Bucy filters
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Publication:2141912
DOI10.1007/s11222-022-10094-2zbMath1493.62548arXiv2108.03935OpenAlexW4225411446MaRDI QIDQ2141912
Ajay Jasra, Neil K. Chada, Hamza M. Ruzayqat
Publication date: 25 May 2022
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2108.03935
Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Monte Carlo methods (65C05) Signal detection and filtering (aspects of stochastic processes) (60G35)
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