Multilevel Particle Filters

• Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis–Hastings

  2023 SIAM/ASA Journal on Uncertainty Quantification article Mathematics Markov Chains and Monte Carlo Methods Open access

  11

  citations
• Multi-index ensemble Kalman filtering

  2022 Journal of Computational Physics article Computer Science Target Tracking and Data Fusion in Sensor Networks Open access

  7

  citations
• A Wasserstein coupled particle filter for multilevel estimation

  2022 Stochastic Analysis and Applications article Mathematics Markov Chains and Monte Carlo Methods Open access

  9

  citations
• MULTILEVEL ENSEMBLE KALMAN FILTERING FOR SPATIO-TEMPORAL PROCESSES

  2020 Research Explorer (The University of Manchester) article Computer Science Target Tracking and Data Fusion in Sensor Networks Open access

  25

  citations
• Multilevel ensemble Kalman filtering for spatio-temporal processes

  2020 Numerische Mathematik article Computer Science Target Tracking and Data Fusion in Sensor Networks Open access

  2

  citations
• Multilevel Ensemble Kalman Filtering based on a sample average of independent EnKF estimators

  2020 Foundations of Data Science article Computer Science Target Tracking and Data Fusion in Sensor Networks Open access

  14

  citations

6 results