
Particle representation for the solution of the filtering problem. Application to the error expansion of filtering discretizations
We introduce a weighted particle representation for the solution of the ...
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LogNormalization Constant Estimation using the Ensemble KalmanBucy Filter with Application to HighDimensional Models
In this article we consider the estimation of the lognormalization cons...
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Pathwise approximations for the solution of the nonlinear filtering problem
We consider high order approximations of the solution of the stochastic ...
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ScoreBased Parameter Estimation for a Class of ContinuousTime State Space Models
We consider the problem of parameter estimation for a class of continuou...
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Data assimilation for a quasigeostrophic model with circulationpreserving stochastic transport noise
This paper contains the latest installment of the authors' project on de...
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A Particle Filter for Stochastic Advection by Lie Transport (SALT): A case study for the damped and forced incompressible 2D Euler equation
In this work, we apply a particle filter with three additional procedure...
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Parallel sequential Monte Carlo for stochastic optimization
We propose a parallel sequential Monte Carlo optimization method to mini...
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Stable approximation schemes for optimal filters
We explore a general truncation scheme for the approximation of (possibl...
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Dan Crisan
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