Peter Bickel
- Obstacles to High-Dimensional Particle Filtering
2008/05/30 by Chris Snyder, Thomas Bengtsson, Peter Bickel +3 · 55 citations
Earth and Planetary Sciences · Environmental Science · Mathematics · #Applied mathematics #Climate variability and models #Combinatorics #Data assimilation #Dimension (graph theory) #Ensemble Kalman filter #Exponential growth #Extended Kalman filter #Gaussian #Independent and identically distributed random variables #Kalman filter #Mathematical analysis #Mathematics #Meteorological Phenomena and Simulations #Meteorology #Particle filter #Physics #Quantum mechanics #Random variable #State variable #State vector #Statistical physics #Statistics #Tropical and Extratropical Cyclones Research
- Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems
2008/05/20 by Thomas Bengtsson, Peter Bickel, Bo Li · 2 citations
Mathematics · #math.ST #stat.CO #stat.ME #stat.TH #msc:93E11 #msc:62L12 #msc:86A22 #msc:60G50 #msc:86A32 #msc:86A10
- Sharp failure rates for the bootstrap particle filter in high dimensions
2008/01/01 by Peter J. Bickel, Peter Bickel, Bo Li +1 · 2 citations
Computer Science · Mathematics · #Markov Chains and Monte Carlo Methods #Random Matrices and Applications #Target Tracking and Data Fusion in Sensor Networks #math.ST #msc:60G50 #msc:62L12 #msc:86A10 #msc:86A22 #msc:86A32 #msc:93E11 #stat.ME #stat.TH
- Asymptotic normality of maximum likelihood and its variational approximation for stochastic blockmodels
2012/07/31 by Peter Bickel, David Choi, Xiangyu Chang +1 · 1 citation
Mathematics · Computer Science · #math.ST #cs.SI #stat.TH