A Wasserstein coupled particle filter for multilevel estimation

Ballesio, Marco (Corresponding author); Jasra, Ajay; von Schwerin, Erik; Tempone, Raul

Philadelphia, Pa : Taylor & Francis (2022)
Journal Article

In: Stochastic analysis and applications
Volume: 10
Page(s)/Article-Nr.: 1-40

Institutions

• Department of Mathematics [110000]
• Chair of Mathematics for Uncertainty Quantification [118110]