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- W1547886559 abstract "The problem of detecting a change in the drift coefficient of a partially observed stochastic differential equation is addressed. The score function, evaluated at the nominal value, is used as the residual, and only the problem of residual generation is considered. In the special case where the drift coefficient depends on the parameter only in directions that are affected by nondegenerate noise, an efficient numerical approximation of the residual is proposed, using particle filters." @default.
- W1547886559 created "2016-06-24" @default.
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- W1547886559 date "2002-11-11" @default.
- W1547886559 modified "2023-10-14" @default.
- W1547886559 title "Efficient particle methods for residual generation in partially observed SDEs" @default.
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- W1547886559 doi "https://doi.org/10.1109/cdc.2000.912018" @default.
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