Uniform Stability of a Particle Approximation of the Optimal Filter Derivative (2015)
Attributed to:
Bayesian Inference for Big Data with Stochastic Gradient Markov Chain Monte Carlo
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1137/140993703
Publication URI: http://dx.doi.org/10.1137/140993703
Type: Journal Article/Review
Parent Publication: SIAM Journal on Control and Optimization
Issue: 3
ISSN: 0363-0129