A Wasserstein coupled particle filter for multilevel estimation.
| Autor: | Ballesio, Marco1,2 (AUTHOR), Jasra, Ajay1 (AUTHOR), von Schwerin, Erik1,2 (AUTHOR), Tempone, Raúl1,2,3 (AUTHOR) |
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| Zdroj: | Stochastic Analysis & Applications. 2023, Vol. 41 Issue 5, p820-859. 40p. |
| Databáze: | Business Source Ultimate |
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