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Log-normalization constant estimation using the ensemble Kalman–Bucy filter with application to high-dimensional models.

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Bibliographic Details
Title: Log-normalization constant estimation using the ensemble Kalman–Bucy filter with application to high-dimensional models.
Authors: Crisan, Dan1 (AUTHOR) d.crisan@ic.ac.uk, Del Moral, Pierre2 (AUTHOR) pierre.del-moral@inria.fr, Jasra, Ajay3 (AUTHOR) ajay.jasra@kaust.edu.sa, Ruzayqat, Hamza3 (AUTHOR) hamza.ruzayqat@kaust.edu.sa
Source: Advances in Applied Probability. Dec2022, Vol. 54 Issue 4, p1139-1163. 25p.
Database: Mathematics Source
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ISSN:00018678
DOI:10.1017/apr.2021.62