133 citations · 631 across the 63 of their papers we have counts for
Showing 2014 · stat.COShow all
2 papers · 2 filters
stat.CO2014★ 27 cited
A Stable Particle Filter in High-Dimensions
Alex Beskos, Dan Crisan, Ajay Jasra +2
We consider the numerical approximation of the filtering problem in high dimensions, that is, when the hidden state lies in with large. For low dimensional probl…
stat.CO2014★ 6 cited
A simple scheme for the parallelization of particle filters and its application to the tracking of complex stochastic systems
Dan Crisan, Joaquin Miguez, Gonzalo Rios
We investigate the use of possibly the simplest scheme for the parallelisation of the standard particle filter, that consists in splitting the computational budget into fully i…