CONDITIONAL PATH SAMPLING FOR STOCHASTIC DIFFERENTIAL EQUATIONS THROUGH DRIFT RELAXATION
暂无分享,去创建一个
[1] S. Godsill,et al. Monte Carlo filtering for multi target tracking and data association , 2005, IEEE Transactions on Aerospace and Electronic Systems.
[2] A. Chorin,et al. Monte Carlo without chains , 2008, 0802.1046.
[3] P. Leeuwen,et al. Nonlinear data assimilation in geosciences: an extremely efficient particle filter , 2010 .
[4] Tim Hesterberg,et al. Monte Carlo Strategies in Scientific Computing , 2002, Technometrics.
[5] Peter Deuflhard,et al. Scientific Computing with Ordinary Differential Equations , 2002 .
[6] B. Øksendal. Stochastic differential equations : an introduction with applications , 1987 .
[7] P. Bickel,et al. Obstacles to High-Dimensional Particle Filtering , 2008 .
[8] A. Stuart,et al. Conditional Path Sampling of SDEs and the Langevin MCMC Method , 2004 .
[9] Jonathan Weare,et al. Efficient Monte Carlo sampling by parallel marginalization , 2007, Proceedings of the National Academy of Sciences.
[10] Vasileios Maroulas,et al. Tracking spawning objects , 2013 .
[11] David Chandler,et al. Transition path sampling: throwing ropes over rough mountain passes, in the dark. , 2002, Annual review of physical chemistry.
[12] A. Chorin,et al. Implicit sampling for particle filters , 2009, Proceedings of the National Academy of Sciences.
[13] N. Gordon,et al. Novel approach to nonlinear/non-Gaussian Bayesian state estimation , 1993 .
[14] W. Marsden. I and J , 2012 .
[15] Matthias Morzfeld,et al. Implicit particle filters for data assimilation , 2010, 1005.4002.
[16] W. Gilks,et al. Following a moving target—Monte Carlo inference for dynamic Bayesian models , 2001 .
[17] Ronald P. S. Mahler,et al. Statistical Multisource-Multitarget Information Fusion , 2007 .
[18] Claus Hillermeier,et al. Nonlinear Multiobjective Optimization , 2001 .
[19] Jonathan Weare,et al. Particle filtering with path sampling and an application to a bimodal ocean current model , 2009, J. Comput. Phys..
[20] A. Doucet,et al. Sequential Monte Carlo methods for multitarget filtering with random finite sets , 2005, IEEE Transactions on Aerospace and Electronic Systems.
[21] C. Hillermeier. Nonlinear Multiobjective Optimization: A Generalized Homotopy Approach , 2001 .
[22] J. Vermaak,et al. A hybrid approach for online joint detection and tracking for multiple targets , 2005, 2005 IEEE Aerospace Conference.
[23] Panagiotis Stinis,et al. A drift homotopy Monte Carlo approach to particle filtering for multi-target tracking , 2010, 1006.3100.