Beskos, A;
Crisan, D;
Jasra, A;
Kamatani, K;
Zhou, Y;
(2017)
A stable particle filter for a class of high-dimensional state-space models.
Advances in Applied Probability
, 49
(1)
pp. 24-48.
10.1017/apr.2016.77.
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| Type: | Article |
|---|---|
| Title: | A stable particle filter for a class of high-dimensional state-space models |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1017/apr.2016.77 |
| Publisher version: | http://dx.doi.org/10.1017/apr.2016.77 |
| Language: | English |
| Keywords: | Science & Technology, Physical Sciences, Statistics & Probability, Mathematics, State-space model, high dimensions, particle filter, MONTE-CARLO METHODS, SAMPLERS |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Statistical Science |
| URI: | https://discovery.ucl.ac.uk/id/eprint/1556083 |
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