A Guided Sequential Monte Carlo Method for the Assimilation of Data into Stochastic Dynamical Systems

Springer Proceedings in Mathematics and Statistics

Volumn 35, Issue , 2013, Pages 205-220

  Reich, Sebastian ^a  

^a UNIVERSITY OF POTSDAM   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

DYNAMICAL SYSTEMS; PROBABILITY DENSITY FUNCTION;

BROWNIAN DYNAMICS MODELS; CURSE OF DIMENSIONALITY; ENSEMBLE KALMAN FILTER; HIGH-DIMENSIONAL PROBLEMS; OPTIMAL TRANSPORTATIONS; SEQUENTIAL MONTE CARLO; SEQUENTIAL MONTE CARLO METHODS; STOCHASTIC DYNAMICAL SYSTEM;

MONTE CARLO METHODS;

EID: 84893567500     PISSN: 21941009     EISSN: 21941017     Source Type: Conference Proceeding    
DOI: 10.1007/978-3-0348-0451-6_10     Document Type: Conference Paper

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