Kutoyants, Yury A. Volatility estimation of hidden Markov processes and adaptive filtration. (English) Zbl 07869148 Stochastic Processes Appl. 173, Article ID 104381, 23 p. (2024). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G35 62M05 62F12 93E11 PDFBibTeX XMLCite \textit{Y. A. Kutoyants}, Stochastic Processes Appl. 173, Article ID 104381, 23 p. (2024; Zbl 07869148) Full Text: DOI arXiv
Liu, Meiqi; Qiao, Huijie Uniqueness and superposition of the space-distribution-dependent Zakai equations. (English) Zbl 1535.60070 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 27, No. 1, Article ID 2350014, 24 p. (2024). MSC: 60G35 35K55 35Q84 PDFBibTeX XMLCite \textit{M. Liu} and \textit{H. Qiao}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 27, No. 1, Article ID 2350014, 24 p. (2024; Zbl 1535.60070) Full Text: DOI arXiv
Ertel, Sebastian W.; Stannat, Wilhelm Analysis of the ensemble Kalman-Bucy filter for correlated observation noise. (English) Zbl 1534.60050 Ann. Appl. Probab. 34, No. 1B, 1072-1107 (2024). MSC: 60G35 65C20 93E11 PDFBibTeX XMLCite \textit{S. W. Ertel} and \textit{W. Stannat}, Ann. Appl. Probab. 34, No. 1B, 1072--1107 (2024; Zbl 1534.60050) Full Text: DOI arXiv
Sun, Zeju; Chen, Xiuqiong; Yau, Stephen S. -T. On the Convergence Analysis of Yau-Yau Nonlinear Filtering Algorithm: from a Probabilistic Perspective. arXiv:2405.06162 Preprint, arXiv:2405.06162 [math.OC] (2024). MSC: 60G35 93E11 60H15 65M12 BibTeX Cite \textit{Z. Sun} et al., ``On the Convergence Analysis of Yau-Yau Nonlinear Filtering Algorithm: from a Probabilistic Perspective'', Preprint, arXiv:2405.06162 [math.OC] (2024) Full Text: arXiv OA License
Carrillo, J. A.; Hoffmann, F.; Stuart, A. M.; Vaes, U. Statistical Accuracy of Approximate Filtering Methods. arXiv:2402.01593 Preprint, arXiv:2402.01593 [math.NA] (2024). MSC: 60G35 62F15 65C35 70F45 93E11 BibTeX Cite \textit{J. A. Carrillo} et al., ``Statistical Accuracy of Approximate Filtering Methods'', Preprint, arXiv:2402.01593 [math.NA] (2024) Full Text: arXiv OA License
Jaoshvili, Vakhtang; Jokhadze, Valeriane; Purtukhia, Omar Nonlinear filtering problem and martingale representation. (English) Zbl 07838514 Rep. Enlarged Sess. Semin. I. Vekua Inst. Appl. Math. 37, 19-22 (2023). MSC: 60G35 60H07 60H30 PDFBibTeX XMLCite \textit{V. Jaoshvili} et al., Rep. Enlarged Sess. Semin. I. Vekua Inst. Appl. Math. 37, 19--22 (2023; Zbl 07838514) Full Text: Link
Coghi, Michele; Nilssen, Torstein; Nüsken, Nikolas; Reich, Sebastian Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering. (English) Zbl 1538.60061 Ann. Appl. Probab. 33, No. 6B, 5693-5752 (2023). MSC: 60G35 60L90 60H35 62M20 60H10 60L20 PDFBibTeX XMLCite \textit{M. Coghi} et al., Ann. Appl. Probab. 33, No. 6B, 5693--5752 (2023; Zbl 1538.60061) Full Text: DOI arXiv
Pizzinga, Adrian; Fernandes, Marcelo Diffuse Kalman filtering with linear constraints on the state parameters. (English) Zbl 07767160 Commun. Stat., Theory Methods 52, No. 24, 8884-8893 (2023). MSC: 60G35 62M10 62M20 PDFBibTeX XMLCite \textit{A. Pizzinga} and \textit{M. Fernandes}, Commun. Stat., Theory Methods 52, No. 24, 8884--8893 (2023; Zbl 07767160) Full Text: DOI
Nagarsheth, Shaival H.; Bhatt, Dhruvi S.; Sharma, Shambhu N. Filtering theory for a weakly coloured noise process. (English) Zbl 1524.60080 Differ. Equ. Dyn. Syst. 31, No. 4, 957-976 (2023). MSC: 60G35 60H10 60H05 PDFBibTeX XMLCite \textit{S. H. Nagarsheth} et al., Differ. Equ. Dyn. Syst. 31, No. 4, 957--976 (2023; Zbl 1524.60080) Full Text: DOI arXiv
Mohammadi, Neda; Panaretos, Victor M. Detecting whether a stochastic process is finitely expressed in a basis. (English) Zbl 1538.60062 Appl. Comput. Harmon. Anal. 67, Article ID 101578, 15 p. (2023). MSC: 60G35 62G10 94A13 PDFBibTeX XMLCite \textit{N. Mohammadi} and \textit{V. M. Panaretos}, Appl. Comput. Harmon. Anal. 67, Article ID 101578, 15 p. (2023; Zbl 1538.60062) Full Text: DOI arXiv
Kubelka, V.; Maslowski, B.; Týbl, O. Parameter-dependent filtering of Gaussian processes in Hilbert spaces. (English) Zbl 1515.60105 Stochastic Anal. Appl. 41, No. 4, 770-788 (2023). MSC: 60G35 60H15 60G15 93E11 PDFBibTeX XMLCite \textit{V. Kubelka} et al., Stochastic Anal. Appl. 41, No. 4, 770--788 (2023; Zbl 1515.60105) Full Text: DOI
Li, Haoyuan; Li, Wenlei; Qu, Shiduo; Shi, Shaoyun Effective filtering for slow-fast systems via Wong-Zakai approximation. (English) Zbl 1528.60032 Evol. Equ. Control Theory 12, No. 5, 1378-1409 (2023). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G35 93E03 34C45 34E10 60H15 PDFBibTeX XMLCite \textit{H. Li} et al., Evol. Equ. Control Theory 12, No. 5, 1378--1409 (2023; Zbl 1528.60032) Full Text: DOI
Bishop, Adrian N.; Del Moral, Pierre Robust Kalman and Bayesian set-valued filtering and model validation for linear stochastic systems. (English) Zbl 1515.60104 SIAM/ASA J. Uncertain. Quantif. 11, 389-425 (2023). MSC: 60G35 62M20 93B35 93E11 PDFBibTeX XMLCite \textit{A. N. Bishop} and \textit{P. Del Moral}, SIAM/ASA J. Uncertain. Quantif. 11, 389--425 (2023; Zbl 1515.60104) Full Text: DOI
Bågmark, Kasper; Andersson, Adam; Larsson, Stig An energy-based deep splitting method for the nonlinear filtering problem. (English) Zbl 1515.60103 SN Partial Differ. Equ. Appl. 4, No. 2, Paper No. 14, 27 p. (2023). MSC: 60G35 62F15 62G07 62M20 65C30 65M75 68T07 PDFBibTeX XMLCite \textit{K. Bågmark} et al., SN Partial Differ. Equ. Appl. 4, No. 2, Paper No. 14, 27 p. (2023; Zbl 1515.60103) Full Text: DOI arXiv OA License
Pascucci, Andrea; Pesce, Antonello Backward and forward filtering under the weak Hörmander condition. (English) Zbl 1517.60044 Stoch. Partial Differ. Equ., Anal. Comput. 11, No. 1, 177-210 (2023). MSC: 60G35 60H15 60J60 35H20 PDFBibTeX XMLCite \textit{A. Pascucci} and \textit{A. Pesce}, Stoch. Partial Differ. Equ., Anal. Comput. 11, No. 1, 177--210 (2023; Zbl 1517.60044) Full Text: DOI arXiv
Del Moral, Pierre; Horton, Emma A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters. (English) Zbl 1525.60048 Ann. Appl. Probab. 33, No. 2, 1327-1372 (2023). MSC: 60G35 60K35 65C35 60F05 65L07 93E11 PDFBibTeX XMLCite \textit{P. Del Moral} and \textit{E. Horton}, Ann. Appl. Probab. 33, No. 2, 1327--1372 (2023; Zbl 1525.60048) Full Text: DOI arXiv
Qiao, Huijie Convergence of nonlinear filtering for multiscale systems with correlated Lévy noises. (English) Zbl 1523.60067 Stoch. Dyn. 23, No. 2, Article ID 2350016, 30 p. (2023). MSC: 60G35 60G51 60H10 PDFBibTeX XMLCite \textit{H. Qiao}, Stoch. Dyn. 23, No. 2, Article ID 2350016, 30 p. (2023; Zbl 1523.60067) Full Text: DOI arXiv
Søjmark, Andreas; Wunderlich, Fabrice Functional CLTs for subordinated Lévy models in physics, finance, and econometrics. arXiv:2312.15119 Preprint, arXiv:2312.15119 [math.PR] (2023). MSC: 60G35 60H30 60J75 60F17 60F05 60G50 60G51 60G52 62P05 62P20 62P35 BibTeX Cite \textit{A. Søjmark} and \textit{F. Wunderlich}, ``Functional CLTs for subordinated Lévy models in physics, finance, and econometrics'', Preprint, arXiv:2312.15119 [math.PR] (2023) Full Text: arXiv OA License
Qiao, Huijie; Zhu, Shengqing A limit theorem of nonlinear filtering for multiscale McKean-Vlasov stochastic systems. arXiv:2311.14973 Preprint, arXiv:2311.14973 [math.PR] (2023). MSC: 60G35 BibTeX Cite \textit{H. Qiao} and \textit{S. Zhu}, ``A limit theorem of nonlinear filtering for multiscale McKean-Vlasov stochastic systems'', Preprint, arXiv:2311.14973 [math.PR] (2023) Full Text: arXiv OA License
Qiao, Huijie; Zhu, Shengqing Large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations. arXiv:2308.06858 Preprint, arXiv:2308.06858 [math.PR] (2023). MSC: 60G35 BibTeX Cite \textit{H. Qiao} and \textit{S. Zhu}, ``Large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations'', Preprint, arXiv:2308.06858 [math.PR] (2023) Full Text: arXiv OA License
Ertel, Sebastian On the mean field theory of Ensemble Kalman filters for SPDEs. arXiv:2306.16863 Preprint, arXiv:2306.16863 [math.PR] (2023). MSC: 60G35 65C20 93E11 BibTeX Cite \textit{S. Ertel}, ``On the mean field theory of Ensemble Kalman filters for SPDEs'', Preprint, arXiv:2306.16863 [math.PR] (2023) Full Text: arXiv OA License
Rubenthaler, Sylvain Counterexample to a transition probability formula for the ancestral process. arXiv:2305.03560 Preprint, arXiv:2305.03560 [math.PR] (2023). MSC: 60G35 65C05 60E05 92D25 BibTeX Cite \textit{S. Rubenthaler}, ``Counterexample to a transition probability formula for the ancestral process'', Preprint, arXiv:2305.03560 [math.PR] (2023) Full Text: arXiv OA License
Kim, Jin Won; Reich, Sebastian On forward-backward SDE approaches to continuous-time minimum variance estimation. arXiv:2304.12727 Preprint, arXiv:2304.12727 [math.NA] (2023). MSC: 60G35 62M20 93E11 93E20 BibTeX Cite \textit{J. W. Kim} and \textit{S. Reich}, ``On forward-backward SDE approaches to continuous-time minimum variance estimation'', Preprint, arXiv:2304.12727 [math.NA] (2023) Full Text: arXiv OA License
Urekar, Marjan; Djordjević Kozarov, Jelena Stochastic smart grid meter for industry 4.0 – from an idea to the practical prototype. (English) Zbl 1533.60051 Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 857-888 (2022). MSC: 60G35 62B10 PDFBibTeX XMLCite \textit{M. Urekar} and \textit{J. Djordjević Kozarov}, Springer Proc. Math. Stat. 408, 857--888 (2022; Zbl 1533.60051) Full Text: DOI
Zhuk, Serhii Ya.; Tovkach, Igor O. Filtering processes with random structure in discrete time. (English) Zbl 1515.60107 Moklyachuk, Mikhail (ed.), Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. Math. Res. Dev., 479-523 (2022). MSC: 60G35 60H30 PDFBibTeX XMLCite \textit{S. Ya. Zhuk} and \textit{I. O. Tovkach}, in: Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. 479--523 (2022; Zbl 1515.60107) Full Text: DOI
Crisan, Dan; Del Moral, Pierre; Jasra, Ajay; Ruzayqat, Hamza Log-normalization constant estimation using the ensemble Kalman-Bucy filter with application to high-dimensional models. (English) Zbl 1499.60126 Adv. Appl. Probab. 54, No. 4, 1139-1163 (2022). MSC: 60G35 62M20 65C40 65C20 93E10 PDFBibTeX XMLCite \textit{D. Crisan} et al., Adv. Appl. Probab. 54, No. 4, 1139--1163 (2022; Zbl 1499.60126) Full Text: DOI arXiv
Luz, M. M.; Moklyachuk, M. P. Robust interpolation of sequences with periodically stationary multiplicative seasonal increments. (English) Zbl 1502.60053 Carpathian Math. Publ. 14, No. 1, 105-126 (2022). MSC: 60G35 60G25 60G10 62M20 93E10 93E11 PDFBibTeX XMLCite \textit{M. M. Luz} and \textit{M. P. Moklyachuk}, Carpathian Math. Publ. 14, No. 1, 105--126 (2022; Zbl 1502.60053) Full Text: DOI arXiv OA License
Koskela, Jere; Jenkins, Paul A.; Johansen, Adam M.; Spanò, Dario Erratum to: “Asymptotic genealogies of interacting particle systems with an application to sequential Monte Carlo”. (English) Zbl 1497.60057 Ann. Stat. 50, No. 4, 2467-2468 (2022). MSC: 60G35 60J90 60K35 62M20 PDFBibTeX XMLCite \textit{J. Koskela} et al., Ann. Stat. 50, No. 4, 2467--2468 (2022; Zbl 1497.60057) Full Text: DOI
Bandini, Elena; Calvia, Alessandro; Colaneri, Katia Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics. (English) Zbl 1492.60098 Stochastic Processes Appl. 151, 396-435 (2022). MSC: 60G35 60G57 60J60 60J76 PDFBibTeX XMLCite \textit{E. Bandini} et al., Stochastic Processes Appl. 151, 396--435 (2022; Zbl 1492.60098) Full Text: DOI arXiv
Aziznejad, Shayan; Fageot, Julien The wavelet compressibility of compound Poisson processes. (English) Zbl 1497.60056 IEEE Trans. Inf. Theory 68, No. 4, 2752-2766 (2022). MSC: 60G35 42C40 PDFBibTeX XMLCite \textit{S. Aziznejad} and \textit{J. Fageot}, IEEE Trans. Inf. Theory 68, No. 4, 2752--2766 (2022; Zbl 1497.60056) Full Text: DOI
Beeson, Ryne; Namachchivaya, Navaratnam S.; Perkowski, Nicolas Approximation of the filter equation for multiple timescale, correlated, nonlinear systems. (English) Zbl 1495.60027 SIAM J. Math. Anal. 54, No. 3, 3054-3090 (2022). MSC: 60G35 35K67 60H15 62H20 PDFBibTeX XMLCite \textit{R. Beeson} et al., SIAM J. Math. Anal. 54, No. 3, 3054--3090 (2022; Zbl 1495.60027) Full Text: DOI arXiv
Qiao, Huijie Convergence of nonlinear filterings for stochastic dynamical systems with Lévy noises. (English) Zbl 1492.60100 Stochastic Anal. Appl. 40, No. 2, 352-379 (2022). MSC: 60G35 60G51 60H10 PDFBibTeX XMLCite \textit{H. Qiao}, Stochastic Anal. Appl. 40, No. 2, 352--379 (2022; Zbl 1492.60100) Full Text: DOI arXiv
Macrina, Andrea; Sekine, Jun Stochastic modelling with randomized Markov bridges. (English) Zbl 1494.60039 Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 307-333 (2022). MSC: 60G35 60J25 60J70 91G20 PDFBibTeX XMLCite \textit{A. Macrina} and \textit{J. Sekine}, in: Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 307--333 (2022; Zbl 1494.60039) Full Text: DOI Link
Wu, Jiangqi; Wen, Linjie; Li, Jinglai Resampled ensemble Kalman inversion for Bayesian parameter estimation with sequential data. (English) Zbl 1531.60033 Discrete Contin. Dyn. Syst., Ser. S 15, No. 4, 837-850 (2022). MSC: 60G35 37M10 62F15 PDFBibTeX XMLCite \textit{J. Wu} et al., Discrete Contin. Dyn. Syst., Ser. S 15, No. 4, 837--850 (2022; Zbl 1531.60033) Full Text: DOI
Li, Xin; Bao, Feng; Gallivan, Kyle A drift homotopy implicit particle filter method for nonlinear filtering problems. (English) Zbl 1492.60099 Discrete Contin. Dyn. Syst., Ser. S 15, No. 4, 727-746 (2022). MSC: 60G35 62M20 93E11 PDFBibTeX XMLCite \textit{X. Li} et al., Discrete Contin. Dyn. Syst., Ser. S 15, No. 4, 727--746 (2022; Zbl 1492.60099) Full Text: DOI arXiv
Abedi, Ehsan; Surace, Simone Carlo; Pfister, Jean-Pascal A unification of weighted and unweighted particle filters. (English) Zbl 1491.60054 SIAM J. Control Optim. 60, No. 2, 597-619 (2022). MSC: 60G35 60H15 65C35 65C05 93E11 PDFBibTeX XMLCite \textit{E. Abedi} et al., SIAM J. Control Optim. 60, No. 2, 597--619 (2022; Zbl 1491.60054) Full Text: DOI arXiv
El Nmeir, Rancy; Luschgy, Harald; Pagès, Gilles New approach to greedy vector quantization. (English) Zbl 1490.60092 Bernoulli 28, No. 1, 424-452 (2022). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G35 65C05 65C20 PDFBibTeX XMLCite \textit{R. El Nmeir} et al., Bernoulli 28, No. 1, 424--452 (2022; Zbl 1490.60092) Full Text: DOI arXiv Link
Qiao, Huijie Superposition principles for the Zakai equations and the Fokker-Planck equations on measure spaces. (English) Zbl 1490.60095 Bull. Sci. Math. 174, Article ID 103084, 28 p. (2022). MSC: 60G35 60H10 35K55 PDFBibTeX XMLCite \textit{H. Qiao}, Bull. Sci. Math. 174, Article ID 103084, 28 p. (2022; Zbl 1490.60095) Full Text: DOI arXiv
Lange, Theresa Derivation of ensemble Kalman-Bucy filters with unbounded nonlinear coefficients. (English) Zbl 1490.60093 Nonlinearity 35, No. 2, 1061-1092 (2022). MSC: 60G35 93E11 62M20 PDFBibTeX XMLCite \textit{T. Lange}, Nonlinearity 35, No. 2, 1061--1092 (2022; Zbl 1490.60093) Full Text: DOI arXiv
Qiao, Huijie; Wei, Wanlin Weak approximation of nonlinear filtering for multiscale McKean-Vlasov stochastic systems. arXiv:2212.00240 Preprint, arXiv:2212.00240 [math.PR] (2022). MSC: 60G35 35K55 BibTeX Cite \textit{H. Qiao} and \textit{W. Wei}, ``Weak approximation of nonlinear filtering for multiscale McKean-Vlasov stochastic systems'', Preprint, arXiv:2212.00240 [math.PR] (2022) Full Text: arXiv OA License
Germ, Fabian; Gyöngy, István On partially observed jump diffusions III. Regularity of the filtering density. arXiv:2211.07239 Preprint, arXiv:2211.07239 [math.PR] (2022). MSC: 60G35 60H15 60G57 60H20 BibTeX Cite \textit{F. Germ} and \textit{I. Gyöngy}, ``On partially observed jump diffusions III. Regularity of the filtering density'', Preprint, arXiv:2211.07239 [math.PR] (2022) Full Text: arXiv OA License
Delbaen, Freddy Monetary Utility Functions on \(C_b(X)\) Spaces. arXiv:2209.08137 Preprint, arXiv:2209.08137 [math.PR] (2022). MSC: 60G35 BibTeX Cite \textit{F. Delbaen}, ``Monetary Utility Functions on $C_b(X)$ Spaces'', Preprint, arXiv:2209.08137 [math.PR] (2022) Full Text: arXiv OA License
Reich, Sebastian Data assimilation: A dynamic homotopy-based coupling approach. arXiv:2209.05279 Preprint, arXiv:2209.05279 [math.NA] (2022). MSC: 60G35 93E99 62F15 65C35 BibTeX Cite \textit{S. Reich}, ``Data assimilation: A dynamic homotopy-based coupling approach'', Preprint, arXiv:2209.05279 [math.NA] (2022) Full Text: arXiv OA License
Qiao, Huijie; Wei, Wanlin Strong approximation of nonlinear filtering for multiscale McKean-Vlasov stochastic systems. arXiv:2206.05037 Preprint, arXiv:2206.05037 [math.PR] (2022). MSC: 60G35 35K55 BibTeX Cite \textit{H. Qiao} and \textit{W. Wei}, ``Strong approximation of nonlinear filtering for multiscale McKean-Vlasov stochastic systems'', Preprint, arXiv:2206.05037 [math.PR] (2022) Full Text: arXiv OA License
Germ, Fabian; Gyöngy, István On partially observed jump diffusions I. The filtering equations. arXiv:2205.08286 Preprint, arXiv:2205.08286 [math.PR] (2022). MSC: 60G35 60H15 60G57 60G51 BibTeX Cite \textit{F. Germ} and \textit{I. Gyöngy}, ``On partially observed jump diffusions I. The filtering equations'', Preprint, arXiv:2205.08286 [math.PR] (2022) Full Text: arXiv OA License
Ge, Zirui; Guo, Haiyan; Wang, Tingting; Yang, Zhen Optimal Fractional Fourier Filtering in Time-vertex Graphs signal processing. arXiv:2201.04335 Preprint, arXiv:2201.04335 [eess.SP] (2022). MSC: 60G35 05C31 94A12 BibTeX Cite \textit{Z. Ge} et al., ``Optimal Fractional Fourier Filtering in Time-vertex Graphs signal processing'', Preprint, arXiv:2201.04335 [eess.SP] (2022) Full Text: arXiv OA License
Wang, Xiaoxu; Cui, Haoran; Li, Tiancheng; liang, Yan; Ding, Zhengtao A novel nonlinear filter through constructing the parametric Gaussian regression process. (English) Zbl 1537.60049 Nonlinear Dyn. 105, No. 1, 579-602 (2021). MSC: 60G35 62F15 PDFBibTeX XMLCite \textit{X. Wang} et al., Nonlinear Dyn. 105, No. 1, 579--602 (2021; Zbl 1537.60049) Full Text: DOI
Zhang, Guanghua; Lan, Jian; Zhang, Le; He, Fengshou; Li, Shaomin Filtering in pairwise Markov model with Student’s t non-stationary noise with application to target tracking. (English) Zbl 07591441 IEEE Trans. Signal Process. 69, 1627-1641 (2021). MSC: 60G35 62M20 94A12 PDFBibTeX XMLCite \textit{G. Zhang} et al., IEEE Trans. Signal Process. 69, 1627--1641 (2021; Zbl 07591441) Full Text: DOI
Macrina, Andrea; Sekine, Jun Stochastic modelling with randomized Markov bridges. (English) Zbl 1490.60094 Stochastics 93, No. 1, 29-55 (2021). MSC: 60G35 60J25 60J60 91B76 PDFBibTeX XMLCite \textit{A. Macrina} and \textit{J. Sekine}, Stochastics 93, No. 1, 29--55 (2021; Zbl 1490.60094) Full Text: DOI arXiv
Schneider, Tapio; Stuart, Andrew M.; Wu, Jin-Long Learning stochastic closures using ensemble Kalman inversion. (English) Zbl 1478.60129 Trans. Math. Appl. 5, No. 1, Article ID tnab003, 31 p. (2021). MSC: 60G35 62M10 60H30 86A32 PDFBibTeX XMLCite \textit{T. Schneider} et al., Trans. Math. Appl. 5, No. 1, Article ID tnab003, 31 p. (2021; Zbl 1478.60129) Full Text: DOI arXiv OA License
Allan, Andrew L. Robust filtering and propagation of uncertainty in hidden Markov models. (English) Zbl 1484.60049 Electron. J. Probab. 26, Paper No. 73, 37 p. (2021). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G35 60L50 60H10 60J10 93E20 49K45 PDFBibTeX XMLCite \textit{A. L. Allan}, Electron. J. Probab. 26, Paper No. 73, 37 p. (2021; Zbl 1484.60049) Full Text: DOI arXiv
Whiteley, Nick Dimension-free Wasserstein contraction of nonlinear filters. (English) Zbl 1469.60122 Stochastic Processes Appl. 135, 31-50 (2021). MSC: 60G35 93E11 60J60 60K35 62M20 PDFBibTeX XMLCite \textit{N. Whiteley}, Stochastic Processes Appl. 135, 31--50 (2021; Zbl 1469.60122) Full Text: DOI arXiv
Xia, Weifeng; Xu, Shengyuan; Lu, Junwei; Li, Yongmin; Chu, Yuming; Zhang, Zhengqiang Event-triggered filtering for discrete-time Markovian jump systems with additive time-varying delays. (English) Zbl 1478.60130 Appl. Math. Comput. 391, Article ID 125630, 16 p. (2021). MSC: 60G35 60J10 93E11 PDFBibTeX XMLCite \textit{W. Xia} et al., Appl. Math. Comput. 391, Article ID 125630, 16 p. (2021; Zbl 1478.60130) Full Text: DOI
Kim, Sangjin; Pokojovy, Michael; Wan, Xiang The taut string approach to statistical inverse problems: theory and applications. (English) Zbl 1451.60042 J. Comput. Appl. Math. 382, Article ID 113098, 20 p. (2021). MSC: 60G35 60G15 62G08 62G20 62G35 PDFBibTeX XMLCite \textit{S. Kim} et al., J. Comput. Appl. Math. 382, Article ID 113098, 20 p. (2021; Zbl 1451.60042) Full Text: DOI Link
Crisan, Dan; Kurtz, Thomas G.; Ortiz-Latorre, Salvador Particle representation for the solution of the filtering problem. Application to the error expansion of filtering discretizations. arXiv:2104.04773 Preprint, arXiv:2104.04773 [math.PR] (2021). MSC: 60G35 60F05 60F25 60H35 60H07 93E11 BibTeX Cite \textit{D. Crisan} et al., ``Particle representation for the solution of the filtering problem. Application to the error expansion of filtering discretizations'', Preprint, arXiv:2104.04773 [math.PR] (2021) Full Text: arXiv OA License
Dai, Liyi; Daum, Fred A New Parameterized Family of Stochastic Particle Flow Filters. arXiv:2103.09676 Preprint, arXiv:2103.09676 [eess.SP] (2021). MSC: 60G35 62M20 93E11 BibTeX Cite \textit{L. Dai} and \textit{F. Daum}, ``A New Parameterized Family of Stochastic Particle Flow Filters'', Preprint, arXiv:2103.09676 [eess.SP] (2021) Full Text: arXiv OA License
Oljača, Lea; Kuna, Tobias; Bröcker, Jochen Exponential stability and asymptotic properties of the optimal filter for signals with deterministic hyperbolic dynamics. arXiv:2103.01190 Preprint, arXiv:2103.01190 [math.PR] (2021). MSC: 60G35 37D20 BibTeX Cite \textit{L. Oljača} et al., ``Exponential stability and asymptotic properties of the optimal filter for signals with deterministic hyperbolic dynamics'', Preprint, arXiv:2103.01190 [math.PR] (2021) Full Text: arXiv OA License
Nino-Ruiz, Elias D.; Guzman-Reyes, Luis G.; Beltran-Arrieta, Rolando An adjoint-free four-dimensional variational data assimilation method via a modified Cholesky decomposition and an iterative Woodbury matrix formula. (English) Zbl 1516.60024 Nonlinear Dyn. 99, No. 3, 2441-2457 (2020). MSC: 60G35 62L20 60J22 49K45 PDFBibTeX XMLCite \textit{E. D. Nino-Ruiz} et al., Nonlinear Dyn. 99, No. 3, 2441--2457 (2020; Zbl 1516.60024) Full Text: DOI
Molnár, Sándor; Vágó, Lajos Networking in the absence of congestion control. (English) Zbl 1469.60121 Stoch. Models 36, No. 3, 401-427 (2020). MSC: 60G35 68M12 90B22 PDFBibTeX XMLCite \textit{S. Molnár} and \textit{L. Vágó}, Stoch. Models 36, No. 3, 401--427 (2020; Zbl 1469.60121) Full Text: DOI
Borisov, A. V. \(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. II: Numerical analysis of particular realizations schemes. (English. Russian original) Zbl 1455.60064 Autom. Remote Control 81, No. 12, 2160-2180 (2020); translation from Avtom. Telemekh. 2020, No. 12, 24-49 (2020). MSC: 60G35 60J76 65C05 PDFBibTeX XMLCite \textit{A. V. Borisov}, Autom. Remote Control 81, No. 12, 2160--2180 (2020; Zbl 1455.60064); translation from Avtom. Telemekh. 2020, No. 12, 24--49 (2020) Full Text: DOI
Borisov, A. V. \(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. I: Exact solution and numerical implementation schemes. (English. Russian original) Zbl 1455.60063 Autom. Remote Control 81, No. 11, 1945-1962 (2020); translation from Avtom. Telemekh. 2020, No. 11, 11-31 (2020). MSC: 60G35 60J76 65C05 PDFBibTeX XMLCite \textit{A. V. Borisov}, Autom. Remote Control 81, No. 11, 1945--1962 (2020; Zbl 1455.60063); translation from Avtom. Telemekh. 2020, No. 11, 11--31 (2020) Full Text: DOI
Privault, Nicolas; Teoh, Timothy Second-order multi-object filtering with target interaction using determinantal point processes. (English) Zbl 1454.60055 Math. Control Signals Syst. 32, No. 4, 569-609 (2020). MSC: 60G35 60G55 62M30 62L12 PDFBibTeX XMLCite \textit{N. Privault} and \textit{T. Teoh}, Math. Control Signals Syst. 32, No. 4, 569--609 (2020; Zbl 1454.60055) Full Text: DOI arXiv
Dewilde, Patrick Stochastic models based on moment matching. (English) Zbl 1472.60071 Commun. Inf. Syst. 20, No. 2, 209-248 (2020). MSC: 60G35 44A60 PDFBibTeX XMLCite \textit{P. Dewilde}, Commun. Inf. Syst. 20, No. 2, 209--248 (2020; Zbl 1472.60071) Full Text: DOI
Crisan, Dan; Ortiz-Latorre, Salvador A high order time discretization of the solution of the non-linear filtering problem. (English) Zbl 1454.60054 Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 4, 693-760 (2020). MSC: 60G35 60H35 60H07 65C30 93E11 PDFBibTeX XMLCite \textit{D. Crisan} and \textit{S. Ortiz-Latorre}, Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 4, 693--760 (2020; Zbl 1454.60054) Full Text: DOI arXiv Link
Zhou, Zhaihe; Zhong, Yulu; Zeng, Qingxi; Tian, Xiangrui An improved Gaussian particle filter algorithm using KLD-sampling. (English) Zbl 1463.60061 Trans. Nanjing Univ. Aeronaut. Astronaut. 37, No. 4, 607-614 (2020). MSC: 60G35 93E11 PDFBibTeX XMLCite \textit{Z. Zhou} et al., Trans. Nanjing Univ. Aeronaut. Astronaut. 37, No. 4, 607--614 (2020; Zbl 1463.60061) Full Text: DOI
Chen, Hui; Du, Jinrui; Han, Chongzhao A multiple extended target multi-Bernouli filter based on star-convex random hypersurface model. (Chinese. English summary) Zbl 1463.60060 Acta Autom. Sin. 46, No. 5, 909-922 (2020). MSC: 60G35 93E11 PDFBibTeX XMLCite \textit{H. Chen} et al., Acta Autom. Sin. 46, No. 5, 909--922 (2020; Zbl 1463.60060) Full Text: DOI
Ananyev, B. I. One problem of statistically uncertain estimation. (English) Zbl 1468.60049 Tarasyev, Alexander (ed.) et al., Stability, control and differential games. Proceedings of the international conference on stability, control and differential games (SCDG2019), Yekaterinburg, Russia, September 16–20, 2019. Cham: Springer. Lect. Notes Control Inf. Sci. – Proc., 157-167 (2020). MSC: 60G35 93E10 PDFBibTeX XMLCite \textit{B. I. Ananyev}, in: Stability, control and differential games. Proceedings of the international conference on stability, control and differential games (SCDG2019), Yekaterinburg, Russia, September 16--20, 2019. Cham: Springer. 157--167 (2020; Zbl 1468.60049) Full Text: DOI
McDonald, Curtis; Yüksel, Serdar Exponential filter stability via Dobrushin’s coefficient. (English) Zbl 1468.60051 Electron. Commun. Probab. 25, Paper No. 53, 13 p. (2020). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G35 60J05 62M20 93D20 93E11 PDFBibTeX XMLCite \textit{C. McDonald} and \textit{S. Yüksel}, Electron. Commun. Probab. 25, Paper No. 53, 13 p. (2020; Zbl 1468.60051) Full Text: DOI arXiv Euclid
Sergeev, Alexander; Rakhmatova, Anna; Buevich, Alexander; Symanyuk, Elvira; Pavlova, Svetlana Generalization of the classical signal detection theory for the less-equal-more task. (English) Zbl 1453.60091 Math. Methods Appl. Sci. 43, No. 13, 7834-7840 (2020). MSC: 60G35 PDFBibTeX XMLCite \textit{A. Sergeev} et al., Math. Methods Appl. Sci. 43, No. 13, 7834--7840 (2020; Zbl 1453.60091) Full Text: DOI
Yeong, Hoong C.; Beeson, Ryne T.; Namachchivaya, N. Sri; Perkowski, Nicolas Particle filters with nudging in multiscale chaotic systems: with application to the Lorenz ’96 atmospheric model. (English) Zbl 1448.60093 J. Nonlinear Sci. 30, No. 4, 1519-1552 (2020). MSC: 60G35 93E11 49L20 93E20 86A10 PDFBibTeX XMLCite \textit{H. C. Yeong} et al., J. Nonlinear Sci. 30, No. 4, 1519--1552 (2020; Zbl 1448.60093) Full Text: DOI
Tadić, Vladislav Z. B.; Doucet, Arnaud Stability of optimal filter higher-order derivatives. (English) Zbl 1445.60036 Stochastic Processes Appl. 130, No. 8, 4808-4858 (2020). MSC: 60G35 62M20 93E11 PDFBibTeX XMLCite \textit{V. Z. B. Tadić} and \textit{A. Doucet}, Stochastic Processes Appl. 130, No. 8, 4808--4858 (2020; Zbl 1445.60036) Full Text: DOI arXiv
Koskela, Jere; Jenkins, Paul A.; Johansen, Adam M.; Spanò, Dario Asymptotic genealogies of interacting particle systems with an application to sequential Monte Carlo. (English) Zbl 1462.60051 Ann. Stat. 48, No. 1, 560-583 (2020); erratum ibid. 50, No. 4, 2467-2468 (2022). MSC: 60G35 60J90 60K35 62M20 PDFBibTeX XMLCite \textit{J. Koskela} et al., Ann. Stat. 48, No. 1, 560--583 (2020; Zbl 1462.60051) Full Text: DOI arXiv Euclid
Ogihara, Teppei; Tanaka, Hideyuki Asymptotic error distributions of the Euler method for continuous-time nonlinear filtering. (English) Zbl 1444.60031 Japan J. Ind. Appl. Math. 37, No. 2, 383-413 (2020). MSC: 60G35 93E11 60F05 65C20 PDFBibTeX XMLCite \textit{T. Ogihara} and \textit{H. Tanaka}, Japan J. Ind. Appl. Math. 37, No. 2, 383--413 (2020; Zbl 1444.60031) Full Text: DOI arXiv
Gonon, Lukas; Teichmann, Josef Linearized filtering of affine processes using stochastic Riccati equations. (English) Zbl 1441.60032 Stochastic Processes Appl. 130, No. 1, 394-430 (2020). MSC: 60G35 62M20 PDFBibTeX XMLCite \textit{L. Gonon} and \textit{J. Teichmann}, Stochastic Processes Appl. 130, No. 1, 394--430 (2020; Zbl 1441.60032) Full Text: DOI arXiv
Maroulas, Vasileios; Pan, Xiaoyang; Xiong, Jie Large deviations for the optimal filter of nonlinear dynamical systems driven by Lévy noise. (English) Zbl 1471.60052 Stochastic Processes Appl. 130, No. 1, 203-231 (2020). MSC: 60G35 60F10 60J74 PDFBibTeX XMLCite \textit{V. Maroulas} et al., Stochastic Processes Appl. 130, No. 1, 203--231 (2020; Zbl 1471.60052) Full Text: DOI
Marano, Giuseppe Carlo Non-stationary stochastic modulation function definition based on process energy release. (English) Zbl 1515.60106 Physica A 517, 280-289 (2019). MSC: 60G35 PDFBibTeX XMLCite \textit{G. C. Marano}, Physica A 517, 280--289 (2019; Zbl 1515.60106) Full Text: DOI
Tovstik, T. M.; Tovstik, P. E. Linear generalized Kalman-Bucy filters. (English. Russian original) Zbl 1454.60056 Vestn. St. Petersbg. Univ., Math. 52, No. 4, 401-408 (2019); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 6(64), No. 4, 636-645 (2019). MSC: 60G35 93E10 PDFBibTeX XMLCite \textit{T. M. Tovstik} and \textit{P. E. Tovstik}, Vestn. St. Petersbg. Univ., Math. 52, No. 4, 401--408 (2019; Zbl 1454.60056); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 6(64), No. 4, 636--645 (2019) Full Text: DOI
Sun, Xiaojuan; Liu, Zhaofan; Perc, Matjaž Effects of coupling strength and network topology on signal detection in small-world neuronal networks. (English) Zbl 1437.60025 Nonlinear Dyn. 96, No. 3, 2145-2155 (2019). MSC: 60G35 62M45 PDFBibTeX XMLCite \textit{X. Sun} et al., Nonlinear Dyn. 96, No. 3, 2145--2155 (2019; Zbl 1437.60025) Full Text: DOI
Lai, Z. H.; Liu, J. S.; Zhang, H. T.; Zhang, C. L.; Zhang, J. W.; Duan, D. Z. Multi-parameter-adjusting stochastic resonance in a standard tri-stable system and its application in incipient fault diagnosis. (English) Zbl 1437.60024 Nonlinear Dyn. 96, No. 3, 2069-2085 (2019). MSC: 60G35 93E10 93E11 PDFBibTeX XMLCite \textit{Z. H. Lai} et al., Nonlinear Dyn. 96, No. 3, 2069--2085 (2019; Zbl 1437.60024) Full Text: DOI
Yu, Ping; Cao, Jie; Huang, Kaijie Particle filtration algorithm with variable-frequency mutation. (Chinese. English summary) Zbl 1449.60081 J. Lanzhou Univ. Technol. 45, No. 2, 103-108 (2019). MSC: 60G35 93E11 PDFBibTeX XMLCite \textit{P. Yu} et al., J. Lanzhou Univ. Technol. 45, No. 2, 103--108 (2019; Zbl 1449.60081)
Kelly, David; Stuart, Andrew M. Ergodicity and accuracy of optimal particle filters for Bayesian data assimilation. (English) Zbl 1472.60072 Chin. Ann. Math., Ser. B 40, No. 5, 811-842 (2019). MSC: 60G35 62M20 37H99 60F99 PDFBibTeX XMLCite \textit{D. Kelly} and \textit{A. M. Stuart}, Chin. Ann. Math., Ser. B 40, No. 5, 811--842 (2019; Zbl 1472.60072) Full Text: DOI arXiv Link
Ekström, Erik; Vaicenavicius, Juozas Monotonicity and robustness in Wiener disorder detection. (English) Zbl 1432.60047 Sequential Anal. 38, No. 1, 57-68 (2019). MSC: 60G35 60G40 62L10 62F15 PDFBibTeX XMLCite \textit{E. Ekström} and \textit{J. Vaicenavicius}, Sequential Anal. 38, No. 1, 57--68 (2019; Zbl 1432.60047) Full Text: DOI arXiv OA License
Qiao, Huijie Uniqueness for measure-valued equations of nonlinear filtering for stochastic dynamical systems with Lévy noise. (English) Zbl 1441.60033 Adv. Appl. Probab. 50, No. 2, 396-413 (2018). MSC: 60G35 60G51 60H10 PDFBibTeX XMLCite \textit{H. Qiao}, Adv. Appl. Probab. 50, No. 2, 396--413 (2018; Zbl 1441.60033) Full Text: DOI arXiv
Tovstik, T. M. Linear Kalman-Bucy filter with autoregressive signal and noise. (English. Russian original) Zbl 1430.60041 Vestn. St. Petersbg. Univ., Math. 51, No. 3, 276-285 (2018); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 5(63), No. 3, 452-463 (2018). MSC: 60G35 93E11 PDFBibTeX XMLCite \textit{T. M. Tovstik}, Vestn. St. Petersbg. Univ., Math. 51, No. 3, 276--285 (2018; Zbl 1430.60041); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 5(63), No. 3, 452--463 (2018) Full Text: DOI
Zhang, Yujie; Ou, Yongsheng Resilient dissipative filtering for uncertain Markov jump nonlinear systems with time-varying delays. (English) Zbl 1419.60033 Circuits Syst. Signal Process. 37, No. 2, 636-657 (2018). MSC: 60G35 60J20 PDFBibTeX XMLCite \textit{Y. Zhang} and \textit{Y. Ou}, Circuits Syst. Signal Process. 37, No. 2, 636--657 (2018; Zbl 1419.60033) Full Text: DOI
Jiang, Haonan; Cai, Yuanli Adaptive ensemble Kalman filter with recursive noise estimation. (Chinese. English summary) Zbl 1424.60057 Control Decis. 33, No. 9, 1567-1574 (2018). MSC: 60G35 93E11 PDFBibTeX XMLCite \textit{H. Jiang} and \textit{Y. Cai}, Control Decis. 33, No. 9, 1567--1574 (2018; Zbl 1424.60057) Full Text: DOI
Shatashvili, A. D.; Didmanidze, I. Sh.; Fomina, T. A.; Fomin-Shatashvili, A. A. Optimal estimates in problems of extrapolation, filtration, and interpolation of functionals of random processes with values in a Hilbert space. (English. Russian original) Zbl 1403.60034 Cybern. Syst. Anal. 54, No. 5, 754-764 (2018); translation from Kibern. Sist. Anal. 2018, No. 5, 79-92 (2018). MSC: 60G35 60H15 60G30 60B11 PDFBibTeX XMLCite \textit{A. D. Shatashvili} et al., Cybern. Syst. Anal. 54, No. 5, 754--764 (2018; Zbl 1403.60034); translation from Kibern. Sist. Anal. 2018, No. 5, 79--92 (2018) Full Text: DOI
Majda, Andrew J.; Tong, Xin T. Rigorous accuracy and robustness analysis for two-scale reduced random Kalman filters in high dimensions. (English) Zbl 1402.60045 Commun. Math. Sci. 16, No. 4, 1095-1132 (2018). MSC: 60G35 93E10 94B99 76F65 PDFBibTeX XMLCite \textit{A. J. Majda} and \textit{X. T. Tong}, Commun. Math. Sci. 16, No. 4, 1095--1132 (2018; Zbl 1402.60045) Full Text: DOI arXiv
Borkar, Vivek S.; Jain, Ankush V. Reinforcement learning, sequential Monte Carlo and the EM algorithm. (English) Zbl 1398.60060 Sādhanā 43, No. 8, Paper No. 123, 11 p. (2018). MSC: 60G35 62M05 68T05 65C05 PDFBibTeX XMLCite \textit{V. S. Borkar} and \textit{A. V. Jain}, Sādhanā 43, No. 8, Paper No. 123, 11 p. (2018; Zbl 1398.60060) Full Text: DOI Link
Liu, Changjuan; Wang, Yunfeng; Yang, Ling Accuracy analysis and improvement of different alpha-beta filtering algorithms. (Chinese. English summary) Zbl 1413.60034 J. Sichuan Univ., Nat. Sci. Ed. 55, No. 2, 265-270 (2018). MSC: 60G35 93E11 68W40 PDFBibTeX XMLCite \textit{C. Liu} et al., J. Sichuan Univ., Nat. Sci. Ed. 55, No. 2, 265--270 (2018; Zbl 1413.60034) Full Text: DOI
Umarov, Sabir; Daum, Fred; Nelson, Kenric Fractional generalizations of Zakai equation and some solution methods. (English) Zbl 1401.60070 Fract. Calc. Appl. Anal. 21, No. 2, 336-353 (2018). MSC: 60G35 35R11 93E10 60G05 35Q84 PDFBibTeX XMLCite \textit{S. Umarov} et al., Fract. Calc. Appl. Anal. 21, No. 2, 336--353 (2018; Zbl 1401.60070) Full Text: DOI Link
Qiao, Huijie; Zhang, Yanjie; Duan, Jinqiao Effective filtering on a random slow manifold. (English) Zbl 1394.60037 Nonlinearity 31, No. 10, 4649-4666 (2018). MSC: 60G35 60H10 37D10 PDFBibTeX XMLCite \textit{H. Qiao} et al., Nonlinearity 31, No. 10, 4649--4666 (2018; Zbl 1394.60037) Full Text: DOI arXiv
Tong, Xin T. Performance analysis of local ensemble Kalman filter. (English) Zbl 1394.60038 J. Nonlinear Sci. 28, No. 4, 1397-1442 (2018). MSC: 60G35 PDFBibTeX XMLCite \textit{X. T. Tong}, J. Nonlinear Sci. 28, No. 4, 1397--1442 (2018; Zbl 1394.60038) Full Text: DOI arXiv
Fernando, B. P. W.; Hausenblas, E. Nonlinear filtering with correlated Lévy noise characterized by copulas. (English) Zbl 1425.60040 Braz. J. Probab. Stat. 32, No. 2, 374-421 (2018). MSC: 60G35 60G51 PDFBibTeX XMLCite \textit{B. P. W. Fernando} and \textit{E. Hausenblas}, Braz. J. Probab. Stat. 32, No. 2, 374--421 (2018; Zbl 1425.60040) Full Text: DOI arXiv Euclid
Artemov, A. V. Effective signal extraction via local polynomial approximation under long-range dependency conditions. (English) Zbl 1416.60051 Lobachevskii J. Math. 39, No. 3, 309-320 (2018). MSC: 60G35 60G22 62M09 94A12 PDFBibTeX XMLCite \textit{A. V. Artemov}, Lobachevskii J. Math. 39, No. 3, 309--320 (2018; Zbl 1416.60051) Full Text: DOI
Del Moral, P.; Tugaut, J. On the stability and the uniform propagation of chaos properties of ensemble Kalman-Bucy filters. (English) Zbl 1391.60082 Ann. Appl. Probab. 28, No. 2, 790-850 (2018). MSC: 60G35 60J60 60J22 35Q84 93E11 62M20 60G25 PDFBibTeX XMLCite \textit{P. Del Moral} and \textit{J. Tugaut}, Ann. Appl. Probab. 28, No. 2, 790--850 (2018; Zbl 1391.60082) Full Text: DOI arXiv Euclid
Llopis, Francesc Pons; Kantas, Nikolas; Beskos, Alexandros; Jasra, Ajay Particle filtering for stochastic Navier-Stokes signal observed with linear additive noise. (English) Zbl 1391.60083 SIAM J. Sci. Comput. 40, No. 3, A1544-A1565 (2018). MSC: 60G35 93E11 35Q30 PDFBibTeX XMLCite \textit{F. P. Llopis} et al., SIAM J. Sci. Comput. 40, No. 3, A1544--A1565 (2018; Zbl 1391.60083) Full Text: DOI arXiv
Pagès, Gilles; Sagna, Abass Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering. (English) Zbl 1390.60152 Stochastic Processes Appl. 128, No. 3, 847-883 (2018). MSC: 60G35 60H10 PDFBibTeX XMLCite \textit{G. Pagès} and \textit{A. Sagna}, Stochastic Processes Appl. 128, No. 3, 847--883 (2018; Zbl 1390.60152) Full Text: DOI arXiv
Damian, Camilla; Eksi, Zehra; Frey, Rüdiger EM algorithm for Markov chains observed via Gaussian noise and point process information: theory and case studies. (English) Zbl 1387.60072 Stat. Risk. Model. 35, No. 1-2, 51-72 (2018). MSC: 60G35 62P05 60J22 91G40 PDFBibTeX XMLCite \textit{C. Damian} et al., Stat. Risk. Model. 35, No. 1--2, 51--72 (2018; Zbl 1387.60072) Full Text: DOI Link
Zhang, Yanjie; Cheng, Zhuan; Zhang, Xinyong; Chen, Xiaoli; Duan, Jinqiao; Li, Xiaofan Data assimilation and parameter estimation for a multiscale stochastic system with \(\alpha \)-stable Lévy noise. (English) Zbl 1456.60093 J. Stat. Mech. Theory Exp. 2017, No. 11, Article ID 113401, 17 p. (2017). MSC: 60G35 62F10 62M20 PDFBibTeX XMLCite \textit{Y. Zhang} et al., J. Stat. Mech. Theory Exp. 2017, No. 11, Article ID 113401, 17 p. (2017; Zbl 1456.60093) Full Text: DOI arXiv