SEQUENTIAL MONTE CARLO FOR BAYESIAN INFERENCE AND DATA ASSIMILATION
Ph.D
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Format: | Theses and Dissertations |
Language: | English |
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2018
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Online Access: | http://scholarbank.nus.edu.sg/handle/10635/138982 |
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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 |
_version_ |
1681097870248247296 |