281 citations · 865 across the 46 of their papers we have counts for
Showing 2013 · stat.COShow all
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stat.CO2013★ 3 cited
Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A case study for the Navier-Stokes equations
Nikolas Kantas, Alexandros Beskos, Ajay Jasra
We consider the inverse problem of estimating the initial condition of a partial differential equation, which is only observed through noisy measurements at discrete time intervals…
stat.CO2013★ 7 cited
On the Convergence of Adaptive Sequential Monte Carlo Methods
Alexandros Beskos, Ajay Jasra, Nikolas Kantas +1
In several implementations of Sequential Monte Carlo (SMC) methods it is natural, and important in terms of algorithmic efficiency, to exploit the information of the history of the…