2 papers
stat.ME2020
An algorithm for non-parametric estimation in state-space models
Thi Tuyet Trang Chau, Pierre Ailliot, Valérie Monbet
State-space models are ubiquitous in the statistical literature since they provide a flexible and interpretable framework for analyzing many time series. In most practical applicat…
stat.ME2018
An efficient particle-based method for maximum likelihood estimation in nonlinear state-space models
Thi Tuyet Trang Chau, Pierre Ailliot, Valérie Monbet +1
Data assimilation methods aim at estimating the state of a system by combining observations with a physical model. When sequential data assimilation is considered, the joint distri…