Следене
Fangyuan Yu
Fangyuan Yu
Phd candidate of statistics, KAUST
Потвърден имейл адрес: kaust.edu.sa - Начална страница
Заглавие
Позовавания
Позовавания
Година
Multilevel particle filters for the non-linear filtering problem in continuous time
A Jasra, F Yu, J Heng
Statistics and Computing 30 (5), 1381-1402, 2020
132020
Central limit theorems for coupled particle filters
A Jasra, F Yu
Advances in Applied Probability 52 (3), 942-1001, 2020
122020
Unbiased filtering of a class of partially observed diffusions
A Jasra, K Law, F Yu
Advances in Applied Probability (to appear), 2021
112021
Multilevel Ensemble Kalman–Bucy Filters
NK Chada, A Jasra, F Yu
SIAM/ASA Journal on Uncertainty Quantification 10 (2), 584-618, 2022
62022
Randomized multilevel Monte Carlo for embarrassingly parallel inference
A Jasra, KJH Law, A Tarakanov, F Yu
Smoky Mountains Computational Sciences and Engineering Conference, 3-21, 2021
12021
Unbiased Estimation of the Hessian for Partially Observed Diffusions
N Chada, A Jasra, F Yu
arXiv:2109.02371, 2021
12021
Coupled Sampling Methods For Filtering
F Yu
2022
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