7 citations · 18 across the 6 of their papers we have counts for
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math.PR2013★ 7 cited
Data Assimilation by Conditioning on Future Observations
Wonjung Lee, Chris Farmer
Conventional recursive filtering approaches, designed for quantifying the state of an evolving uncertain dynamical system with intermittent observations, use a sequence of (i) an u…
math.PR2013★ 2 cited
The adaptive patched particle filter and its implementation
Wonjung Lee, Terry Lyons
There are numerous contexts where one wishes to describe the state of a randomly evolving system. Effective solutions combine models that quantify the underlying uncertainty with a…