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

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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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  Data: <searchLink fieldCode="JN" term="%22Advances+in+Applied+Probability%22">Advances in Applied Probability</searchLink>. Dec2022, Vol. 54 Issue 4, p1139-1163. 25p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=160069342
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      – Type: doi
        Value: 10.1017/apr.2021.62
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      – Code: eng
        Text: English
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        PageCount: 25
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            NameFull: Crisan, Dan
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            NameFull: Del Moral, Pierre
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              M: 12
              Text: Dec2022
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              Y: 2022
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              Value: 54
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