-
1
-
-
0036475447
-
A tutorial on particle filters for online nonlinear/nongaussian Bayesian tracking
-
M. Arulampalam, S. Maskell, N. Gordon, and T. Clapp, A tutorial on particle filters for online nonlinear/nongaussian Bayesian tracking, IEEE Trans. Sig. Proc. 50 (2002), 174-188.
-
(2002)
IEEE Trans. Sig. Proc
, vol.50
, pp. 174-188
-
-
Arulampalam, M.1
Maskell, S.2
Gordon, N.3
Clapp, T.4
-
2
-
-
64149128340
-
Sharp failure rates for the bootstrap particle filter in high dimensions, Pushing the limits of contemporary statistics: contributions in honor of Jayanta K. Ghosh
-
(B. Clarke and S. Ghosal, eds.), Inst. Math. Statist., Beachwood, OH MR 2010c:93107
-
P. Bickel, B. Li, and T. Bengtsson, Sharp failure rates for the bootstrap particle filter in high dimensions, Pushing the limits of contemporary statistics: contributions in honor of Jayanta K. Ghosh (B. Clarke and S. Ghosal, eds.), IMA Collections, no. 3, Inst. Math. Statist., Beachwood, OH, 2008, pp. 318-329. MR 2010c:93107.
-
(2008)
IMA Collections
, Issue.3
, pp. 318-329
-
-
Bickel, P.1
Li, B.2
Bengtsson, T.3
-
3
-
-
70350507023
-
Monte Carlo without chains
-
MR 2425547 Zbl 1165.65302
-
A. J. Chorin, Monte Carlo without chains, Commun. Appl. Math. Comput. Sci. 3 (2008), 77-93. MR 2425547 Zbl 1165.65302.
-
(2008)
Commun. Appl. Math. Comput. Sci
, vol.3
, pp. 77-93
-
-
Chorin, A.J.1
-
4
-
-
70350453771
-
Implicit sampling for particle filters
-
A. J. Chorin and X. Tu, Implicit sampling for particle filters, Proc. Nat. Acad. Sc. USA 106 (2009), 17249-17254.
-
(2009)
Proc. Nat. Acad. Sc. USA
, vol.106
, pp. 17249-17254
-
-
Chorin, A.J.1
Tu, X.2
-
5
-
-
85017499808
-
An iterative implementation of the implicit nonlinear filter
-
submitted to Math
-
A. J. Chorin and X. Tu, An iterative implementation of the implicit nonlinear filter, 2010, submitted to Math. Mod. Num. Anal.
-
(2010)
Mod. Num. Anal
-
-
Chorin, A.J.1
Tu, X.2
-
6
-
-
0000991256
-
On-line estimation of error covariance parameters for atmospheric data assimilation
-
D. P. Dee, On-line estimation of error covariance parameters for atmospheric data assimilation, Mon. Wea. Rev. 123 (1995), 1128-1145.
-
(1995)
Mon. Wea. Rev
, vol.123
, pp. 1128-1145
-
-
Dee, D.P.1
-
8
-
-
0001460136
-
On sequential Monte Carlo sampling methods for Bayesian filtering
-
A. Doucet, S. Godsill, and C. Andrieu, On sequential Monte Carlo sampling methods for Bayesian filtering, Stat. Comp. 10 (2000), 197-208.
-
(2000)
Stat. Comp
, vol.10
, pp. 197-208
-
-
Doucet, A.1
Godsill, S.2
Andrieu, C.3
-
9
-
-
0003665481
-
-
Springer, New York. MR 2003h:65007
-
A. Doucet, N. de Freitas, and N. Gordon (eds.), Sequential Monte Carlo methods in practice, Springer, New York, 2001. MR 2003h:65007.
-
(2001)
Sequential Monte Carlo methods in practice
-
-
Doucet, A.1
de Freitas, N.2
Gordon, N.3
-
12
-
-
36449008311
-
real events, and rubber bands. a variational Verlet algorithm for molecular dynamics
-
R. Gillian and K. Wilson, Shadowing, real events, and rubber bands. a variational Verlet algorithm for molecular dynamics, J. Chem. Phys. 97 (1992), 1757-1772.
-
(1992)
J. Chem. Phys
, vol.97
, pp. 1757-1772
-
-
Gillian, R.1
Wilson, K.2
Shadowing, M.3
-
14
-
-
0032347276
-
A self-organizing state-space model
-
G. Kitagawa, A self-organizing state-space model, J. Am. Stat. Ass. 93 (1998), 1203-1215.
-
(1998)
J. Am. Stat. Ass
, vol.93
, pp. 1203-1215
-
-
Kitagawa, G.1
-
15
-
-
0022388467
-
Numerical integration of multiplicative-noise stochastic differential equations
-
MR 87a:34064 Zbl 0583.65098
-
J. R. Klauder and W. P. Petersen, Numerical integration of multiplicative-noise stochastic differential equations, SIAM J. Numer. Anal. 22 (1985), no. 6, 1153-1166. MR 87a:34064 Zbl 0583.65098.
-
(1985)
SIAM J. Numer. Anal
, vol.22
, Issue.6
, pp. 1153-1166
-
-
Klauder, J.R.1
Petersen, W.P.2
-
16
-
-
0003335723
-
Numerical solution of stochastic differential equations
-
Springer, Berlin MR 94b:60069 Zbl 0752.60043
-
P. E. Kloeden and E. Platen, Numerical solution of stochastic differential equations, Appl. Math., no. 23, Springer, Berlin, 1992. MR 94b:60069 Zbl 0752.60043.
-
(1992)
Appl. Math
, Issue.23
-
-
Kloeden, P.E.1
Platen, E.2
-
17
-
-
85017515888
-
Comparison of ensemble data assimilation for the shallow water equations model in the presence of nonlinear observation operators
-
in press
-
I. N. M. Jardak and M. Zupanski, Comparison of ensemble data assimilation for the shallow water equations model in the presence of nonlinear observation operators, J. Geophys. Res. (2010), in press.
-
(2010)
J. Geophys. Res
-
-
Jardak, I.N.M.1
Zupanski, M.2
-
18
-
-
33748366393
-
Illustration of transition path theory on a collection of simple examples
-
P. Metzner, C. Schuette, and E. Vanden-Eijnden, Illustration of transition path theory on a collection of simple examples, J. Chem. Phys. 125 (2006), 084110.
-
(2006)
J. Chem. Phys
, vol.125
-
-
Metzner, P.1
Schuette, C.2
Vanden-Eijnden, E.3
-
19
-
-
0032764305
-
Data assimilation into nonlinear stochastic systems
-
R. Miller, E. Carter, and S. Blue, Data assimilation into nonlinear stochastic systems, Tellus 51A (1999), 167-194.
-
(1999)
Tellus
, vol.51A
, pp. 167-194
-
-
Miller, R.1
Carter, E.2
Blue, S.3
-
20
-
-
0000016172
-
A stochastic approximation method
-
MR 13, 144j Zbl 0054.05901
-
H. Robbins and S. Monro, A stochastic approximation method, Ann. Math. Statistics 22 (1951), 400-407. MR 13, 144j Zbl 0054.05901.
-
(1951)
Ann. Math. Statistics
, vol.22
, pp. 400-407
-
-
Robbins, H.1
Monro, S.2
-
21
-
-
64149083162
-
Obstacles to high-dimensional particle filtering
-
C. Snyder, T. Bengtsson, P. Bickel, and J. Anderson, Obstacles to high-dimensional particle filtering, Mon. Wea. Rev. 136 (2008), 4629-4640.
-
(2008)
Mon. Wea. Rev
, vol.136
, pp. 4629-4640
-
-
Snyder, C.1
Bengtsson, T.2
Bickel, P.3
Anderson, J.4
-
22
-
-
77951793592
-
Inverse problems: a Bayesian perspective
-
MR 2652785
-
A. M. Stuart, Inverse problems: a Bayesian perspective, Acta Numer. 19 (2010), 451-559. MR 2652785.
-
(2010)
Acta Numer
, vol.19
, pp. 451-559
-
-
Stuart, A.M.1
-
23
-
-
34547907797
-
Efficient Monte Carlo sampling by parallel marginalization
-
J. Weare, Efficient Monte Carlo sampling by parallel marginalization, Proc. Nat. Acad. Sc. USA 104 (2007), 12657-12662.
-
(2007)
Proc. Nat. Acad. Sc. USA
, vol.104
, pp. 12657-12662
-
-
Weare, J.1
-
24
-
-
67349260731
-
Particle filtering with path sampling and an application to a bimodal ocean current model
-
MR 2010g:86010 Zbl 1165.76045
-
J. Weare, Particle filtering with path sampling and an application to a bimodal ocean current model, J. Comput. Phys. 228 (2009), no. 12, 4312-4331. MR 2010g:86010 Zbl 1165.76045.
-
(2009)
J. Comput. Phys
, vol.228
, Issue.12
, pp. 4312-4331
-
-
Weare, J.1
-
25
-
-
0001702452
-
On the optimal filtering of diffusion processes
-
MR 39 #3883 Zbl 0164.19201
-
M. Zakai, On the optimal filtering of diffusion processes, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 11 (1969), 230-243. MR 39 #3883 Zbl 0164.19201.
-
(1969)
Z. Wahrscheinlichkeitstheorie und Verw. Gebiete
, vol.11
, pp. 230-243
-
-
Zakai, M.1
|