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20182021
most citedA Wasserstein Coupled Particle Filter for Multilevel Estimation

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stat.ML2021

Unbiased Estimation of the Gradient of the Log-Likelihood for a Class of Continuous-Time State-Space Models

Marco Ballesio, Ajay Jasra

In this paper, we consider static parameter estimation for a class of continuous-time state-space models. Our goal is to obtain an unbiased estimate of the gradient of the log-like…