SEQUENTIAL MONTE CARLO FOR BAYESIAN INFERENCE AND DATA ASSIMILATION

Ph.D

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Bibliographic Details
Main Author: DEBORSHEE SEN
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Theses and Dissertations
Language:English
Published: 2018
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/138982
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Institution: National University of Singapore
Language: English
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spelling sg-nus-scholar.10635-1389822019-09-02T13:14:09Z SEQUENTIAL MONTE CARLO FOR BAYESIAN INFERENCE AND DATA ASSIMILATION DEBORSHEE SEN STATISTICS & APPLIED PROBABILITY THIERY, ALEXANDRE HOANG JASRA, AJAY Particle filter, MCMC, option pricing, optimal transport, parallelisation, alpha-SMC Ph.D DOCTOR OF PHILOSOPHY 2018-02-21T18:00:14Z 2018-02-21T18:00:14Z 2017-08-21 Thesis DEBORSHEE SEN (2017-08-21). SEQUENTIAL MONTE CARLO FOR BAYESIAN INFERENCE AND DATA ASSIMILATION. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/138982 en
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
language English
topic Particle filter, MCMC, option pricing, optimal transport, parallelisation, alpha-SMC
spellingShingle Particle filter, MCMC, option pricing, optimal transport, parallelisation, alpha-SMC
DEBORSHEE SEN
SEQUENTIAL MONTE CARLO FOR BAYESIAN INFERENCE AND DATA ASSIMILATION
description Ph.D
author2 STATISTICS & APPLIED PROBABILITY
author_facet STATISTICS & APPLIED PROBABILITY
DEBORSHEE SEN
format Theses and Dissertations
author DEBORSHEE SEN
author_sort DEBORSHEE SEN
title SEQUENTIAL MONTE CARLO FOR BAYESIAN INFERENCE AND DATA ASSIMILATION
title_short SEQUENTIAL MONTE CARLO FOR BAYESIAN INFERENCE AND DATA ASSIMILATION
title_full SEQUENTIAL MONTE CARLO FOR BAYESIAN INFERENCE AND DATA ASSIMILATION
title_fullStr SEQUENTIAL MONTE CARLO FOR BAYESIAN INFERENCE AND DATA ASSIMILATION
title_full_unstemmed SEQUENTIAL MONTE CARLO FOR BAYESIAN INFERENCE AND DATA ASSIMILATION
title_sort sequential monte carlo for bayesian inference and data assimilation
publishDate 2018
url http://scholarbank.nus.edu.sg/handle/10635/138982
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