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In this work, a novel sequential Monte Carlo filter is introduced which aims at efficient sampling of high-dimensional state spaces with a limited number of particles.
1919
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Li, Y. and Coates, M., (2017) Particle filtering with invertible particle flow. IEEE Transactions on Signal Processing
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Pulido M., P. Tandeo, M. Bocquet, A. Carrassi and M. Lucini, (2018) Parameter estimation in stochastic multi-scale dynamical systems using maximum likelihood methods. Tellus
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