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stat.CO2025
Sequential Markov Chain Monte Carlo for Filtering of State-Space Models with Low or Degenerate Observation Noise
Abylay Zhumekenov, Alexandros Beskos, Dan Crisan +2
We consider the discrete-time filtering problem in scenarios where the observation noise is degenerate or low. More precisely, one is given access to a discrete time observation se…
math.NA2025
Asymptotic Variance in the Central Limit Theorem for Multilevel Markovian Stochastic Approximation
Ajay Jasra, Abylay Zhumekenov
In this note we consider the finite-dimensional parameter estimation problem associated to inverse problems. In such scenarios, one seeks to maximize the marginal likelihood associ…