Matches in SemOpenAlex for { <https://semopenalex.org/work/W1818170775> ?p ?o ?g. }
Showing items 1 to 79 of
79
with 100 items per page.
- W1818170775 abstract "We introduce estimators of the variance and weakly consistent estimators of the asymptotic variance of particle filter approximations. These estimators are defined using only a single realization of a particle filter, and can therefore be used to report estimates of Monte Carlo error together with such approximations. We also provide weakly consistent estimators of individual terms appearing in the asymptotic variance, again using a single realization of a particle filter. When the number of particles in the particle filter is allowed to vary over time, the latter permits approximation of their asymptotically optimal allocation. Some of the estimators are unbiased, and hence generalize the i.i.d. sample variance to the non-i.i.d. particle filter setting." @default.
- W1818170775 created "2016-06-24" @default.
- W1818170775 creator A5018876311 @default.
- W1818170775 creator A5044171245 @default.
- W1818170775 date "2015-09-01" @default.
- W1818170775 modified "2023-09-27" @default.
- W1818170775 title "Variance estimation and allocation in the particle filter" @default.
- W1818170775 hasPublicationYear "2015" @default.
- W1818170775 type Work @default.
- W1818170775 sameAs 1818170775 @default.
- W1818170775 citedByCount "2" @default.
- W1818170775 countsByYear W18181707752017 @default.
- W1818170775 countsByYear W18181707752021 @default.
- W1818170775 crossrefType "posted-content" @default.
- W1818170775 hasAuthorship W1818170775A5018876311 @default.
- W1818170775 hasAuthorship W1818170775A5044171245 @default.
- W1818170775 hasConcept C105795698 @default.
- W1818170775 hasConcept C106131492 @default.
- W1818170775 hasConcept C111368507 @default.
- W1818170775 hasConcept C121955636 @default.
- W1818170775 hasConcept C127313418 @default.
- W1818170775 hasConcept C157286648 @default.
- W1818170775 hasConcept C162324750 @default.
- W1818170775 hasConcept C185429906 @default.
- W1818170775 hasConcept C19499675 @default.
- W1818170775 hasConcept C196083921 @default.
- W1818170775 hasConcept C2778517922 @default.
- W1818170775 hasConcept C2781089630 @default.
- W1818170775 hasConcept C28826006 @default.
- W1818170775 hasConcept C31972630 @default.
- W1818170775 hasConcept C33923547 @default.
- W1818170775 hasConcept C41008148 @default.
- W1818170775 hasConcept C52421305 @default.
- W1818170775 hasConcept C971699 @default.
- W1818170775 hasConceptScore W1818170775C105795698 @default.
- W1818170775 hasConceptScore W1818170775C106131492 @default.
- W1818170775 hasConceptScore W1818170775C111368507 @default.
- W1818170775 hasConceptScore W1818170775C121955636 @default.
- W1818170775 hasConceptScore W1818170775C127313418 @default.
- W1818170775 hasConceptScore W1818170775C157286648 @default.
- W1818170775 hasConceptScore W1818170775C162324750 @default.
- W1818170775 hasConceptScore W1818170775C185429906 @default.
- W1818170775 hasConceptScore W1818170775C19499675 @default.
- W1818170775 hasConceptScore W1818170775C196083921 @default.
- W1818170775 hasConceptScore W1818170775C2778517922 @default.
- W1818170775 hasConceptScore W1818170775C2781089630 @default.
- W1818170775 hasConceptScore W1818170775C28826006 @default.
- W1818170775 hasConceptScore W1818170775C31972630 @default.
- W1818170775 hasConceptScore W1818170775C33923547 @default.
- W1818170775 hasConceptScore W1818170775C41008148 @default.
- W1818170775 hasConceptScore W1818170775C52421305 @default.
- W1818170775 hasConceptScore W1818170775C971699 @default.
- W1818170775 hasLocation W18181707751 @default.
- W1818170775 hasOpenAccess W1818170775 @default.
- W1818170775 hasPrimaryLocation W18181707751 @default.
- W1818170775 hasRelatedWork W1975194301 @default.
- W1818170775 hasRelatedWork W2003325701 @default.
- W1818170775 hasRelatedWork W2039905292 @default.
- W1818170775 hasRelatedWork W2088890591 @default.
- W1818170775 hasRelatedWork W2117854723 @default.
- W1818170775 hasRelatedWork W2186060402 @default.
- W1818170775 hasRelatedWork W2194423005 @default.
- W1818170775 hasRelatedWork W2396486847 @default.
- W1818170775 hasRelatedWork W2482654751 @default.
- W1818170775 hasRelatedWork W2616720237 @default.
- W1818170775 hasRelatedWork W2799324425 @default.
- W1818170775 hasRelatedWork W2949749502 @default.
- W1818170775 hasRelatedWork W3009024691 @default.
- W1818170775 hasRelatedWork W3125308437 @default.
- W1818170775 hasRelatedWork W3140412242 @default.
- W1818170775 hasRelatedWork W3190256763 @default.
- W1818170775 hasRelatedWork W435853979 @default.
- W1818170775 hasRelatedWork W881416327 @default.
- W1818170775 hasRelatedWork W2233951847 @default.
- W1818170775 hasRelatedWork W2733434491 @default.
- W1818170775 isParatext "false" @default.
- W1818170775 isRetracted "false" @default.
- W1818170775 magId "1818170775" @default.
- W1818170775 workType "article" @default.