80 citations · 114 across the 8 of their papers we have counts for
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math.NA2016
A Seamless Multilevel Ensemble Transform Particle Filter
Alastair Gregory, Colin Cotter
This paper presents a seamless algorithm for the application of the multilevel Monte Carlo (MLMC) method to the ensemble transform particle filter (ETPF). The algorithm uses a comb…
stat.ME2016★ 12 cited
On the Calibration of Multilevel Monte Carlo Ensemble Forecasts
Alastair Gregory, Colin Cotter
Multilevel Monte Carlo can efficiently compute statistical estimates of discretized random variables, for a given error tolerance. Traditionally, only a certain statistic is comput…