Nudging the particle filter

DOI10.1007/s11222-019-09884-yzbMath1436.62447arXiv1708.07801OpenAlexW2964051528WikidataQ127468985 ScholiaQ127468985MaRDI QIDQ2302493

Joaquín Míguez, Ömer Deniz Akyildiz

Publication date: 26 February 2020

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.07801

zbMATH Keywords

approximation errorsrobust filteringdata assimilationmodel errorsnudgingparticle filtering

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric robustness (62G35) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (2)

Sequential estimation of temporally evolving latent space network models ⋮ Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization

Uses Software

• FinTS

Cites Work

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