69 citations · 281 across the 19 of their papers we have counts for
3 papers · 1 filter
Nudging the particle filter
Ömer Deniz Akyıldız, Joaquín Míguez
We investigate a new sampling scheme aimed at improving the performance of particle filters whenever (a) there is a significant mismatch between the assumed model dynamics and the…
Multiplex decomposition of non-Markovian dynamics and the hidden layer reconstruction problem
Lucas Lacasa, Inés P. Mariño, Joaquín Miguez +5
Elements composing complex systems usually interact in several different ways and as such the interaction architecture is well modelled by a multiplex network. However often this a…
Analysis of a nonlinear importance sampling scheme for Bayesian parameter estimation in state-space models
Joaquin Miguez, Ines P. Mariño, Manuel A. Vazquez
The Bayesian estimation of the unknown parameters of state-space (dynamical) systems has received considerable attention over the past decade, with a handful of powerful algorithms…