activity
20062025
most citedRecursive Monte Carlo filters: Algorithms and theoretical analysis

183 citations · 265 across the 5 of their papers we have counts for

collaborators

6 papers

stat.ME2025

Simultaneous estimation of the effective reproduction number and the time series of daily infections: Application to Covid-19

Hans R. Künsch, Fabio Sigrist

The time-varying effective reproduction number is an important parameter for communication and policy decisions during an epidemic. In this paper, we present new statistical method…

stat.AP2018★ 1 cited

Particle filters for high-dimensional geoscience applications: a review

Peter Jan van Leeuwen, Hans R. Künsch, Lars Nerger +2

Particle filters contain the promise of fully nonlinear data assimilation. They have been applied in numerous science areas, but their application to the geosciences has been limit…

stat.CO2017★ 78 cited

Particle Filters and Data Assimilation

Paul Fearnhead, Hans Künsch

State-space models can be used to incorporate subject knowledge on the underlying dynamics of a time series by the introduction of a latent Markov state-process. A user can specify…

stat.ME2008★ 2 cited

A Conversation with Peter Huber

Andreas Buja, Hans R. Künsch

Peter J. Huber was born on March 25, 1934, in Wohlen, a small town in the Swiss countryside. He obtained a diploma in mathematics in 1958 and a Ph.D. in mathematics in 1961, both f…

stat.ME2008★ 1 cited

Comment: The 2005 Neyman Lecture: Dynamic Indeterminism in Science

Hans R. Künsch

Comment on ``The 2005 Neyman Lecture: Dynamic Indeterminism in Science'' [arXiv:0808.0620]

math.ST2006★ 183 cited

Recursive Monte Carlo filters: Algorithms and theoretical analysis

Hans R. Künsch

Recursive Monte Carlo filters, also called particle filters, are a powerful tool to perform computations in general state space models. We discuss and compare the accept--reject ve…