Fangyuan Yu

1. Multilevel Particle Filters for the Non-Linear Filtering Problem in Continuous Time
   2019/07/15 by Ajay Jasra, Jasra, Ajay, Fangyuan Yu +3 · 1 citation
   Computer Science · Earth and Planetary Sciences · Engineering · Mathematics · #Algorithm #Applied mathematics #Combinatorics #Computer science #Discretization #FOS: Mathematics #Filter (signal processing) #Geometry #Kalman filter #Mathematical analysis #Mathematics #Mean squared error #Meteorological Phenomena and Simulations #Numerical Analysis (math.NA) #Order (exchange) #Particle (ecology) #Particle filter #Probability (math.PR) #SIGNAL (programming language) #Seismic Imaging and Inversion Techniques #Square (algebra) #Statistics #Traffic Prediction and Management Techniques #cs.NA #math.NA #math.PR
2. Unbiased Filtering of a Class of Partially Observed Diffusions
   2020/02/10 by Ajay Jasra, Kody Law, Jasra, Ajay +4 · 1 citation
   Computer Science · Engineering · Environmental Science · Mathematics · #Energy Load and Power Forecasting #Groundwater flow and contamination studies #Nuclear reactor physics and engineering #cs.NA #math.NA #stat.CO