2 papers
stat.ME2014
An ensemble Kushner-Stratonovich-Poisson filter for recursive estimation in nonlinear dynamical systems
Mamatha Venugopal, Ram Mohan Vasu, Debasish Roy
Despite the numerous applications that may be expeditiously modelled by counting processes, stochastic filtering strategies involving Poisson-type observations still remain somewha…
stat.ME2014
Evolutionary global optimization posed as a randomly perturbed martingale problem and applied to parameter recovery of chaotic oscillators
Saikat Sarkar, Debasish Roy, Ram Mohan Vasu
A new global stochastic search, guided mainly through derivative-free directional information computable from the sample statistical moments of the design variables within a Monte…