A stable particle filter for a class of high-dimensional state-space models (2017)

First Author: Beskos A
Attributed to:  Sequential Monte Carlo methods for applications in high dimensions. funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1017/apr.2016.77

Publication URI: http://dx.doi.org/10.1017/apr.2016.77

Type: Journal Article/Review

Parent Publication: Advances in Applied Probability

Issue: 1

ISSN: 0001-8678