Pinboard (cshalizi) https://pinboard.in/u:cshalizi/public/ recent bookmarks from cshalizi [2404.04870] Signal-noise separation using unsupervised reservoir computing 2024-12-11T16:11:08+00:00 https://arxiv.org/abs/2404.04870 cshalizi to:NB filtering prediction to_read https://pinboard.in/ https://pinboard.in/u:cshalizi/b:52fa75dc577b/ Filtering with Limited Information | NBER 2024-11-06T19:54:03+00:00 https://www.nber.org/papers/w32754 cshalizi filtering state_estimation to_read in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:39bd0cd07ac2/ A Fresh Look at the Kalman Filter | SIAM Review 2024-05-22T19:11:32+00:00 https://epubs.siam.org/doi/10.1137/100799666 cshalizi filtering to_teach:data_over_space_and_time to_read in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:dda505c16685/ [2105.04912] On Unbiased Score Estimation for Partially Observed Diffusions 2021-05-12T18:31:32+00:00 https://arxiv.org/abs/2105.04912 cshalizi to:NB statistical_inference_for_stochastic_processes state-space_models stochastic_differential_equations filtering https://pinboard.in/ https://pinboard.in/u:cshalizi/b:b23596cf3c5c/ [2104.04773] Particle representation for the solution of the filtering problem. Application to the error expansion of filtering discretizations 2021-04-14T14:45:56+00:00 https://arxiv.org/abs/2104.04773 cshalizi to:NB filtering particle_filters convergence_of_stochastic_processes kurtz.thomas_g. https://pinboard.in/ https://pinboard.in/u:cshalizi/b:317a45df0a39/ [1610.00195] Penalized Ensemble Kalman Filters for High Dimensional Non-linear Systems 2021-03-17T21:14:06+00:00 https://arxiv.org/abs/1610.00195 cshalizi filtering state_estimation statistics time_series hero.alfred_o. in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:a3d04f3073a8/ [2007.08974] Inference for partially observed epidemic dynamics guided by Kalman filtering techniques 2021-01-19T20:05:22+00:00 https://arxiv.org/abs/2007.08974 cshalizi to:NB epidemic_models filtering state_estimation to_teach:data_over_space_and_time https://pinboard.in/ https://pinboard.in/u:cshalizi/b:bbe857c63d82/ [2101.03957] Pathwise approximations for the solution of the non-linear filtering problem 2021-01-12T22:37:56+00:00 https://arxiv.org/abs/2101.03957 cshalizi to:NB filtering stochastic_processes https://pinboard.in/ https://pinboard.in/u:cshalizi/b:c636d1c07f8d/ [2008.11477] Bellman filtering for state-space models 2021-01-12T22:36:48+00:00 https://arxiv.org/abs/2008.11477 cshalizi state_estimation filtering optimization state-space_models in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:eb0e619a36af/ A Variational Approach to Nonlinear Estimation 2020-12-15T15:12:36+00:00 http://www.mit.edu/~mitter/publications/100_variational_approach_SIAM.pdf cshalizi to:NB to_read filtering bayesianism via:mraginsky https://pinboard.in/ https://pinboard.in/u:cshalizi/b:c6f424e7e845/ [1807.08351] Data Assimilation: The Schrödinger Perspective 2020-07-22T15:01:11+00:00 https://arxiv.org/abs/1807.08351 cshalizi state_estimation particle_filters time_series spatio-temporal_statistics to_read to_teach:data_over_space_and_time filtering in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:879ef3d9527d/ Stochastic dynamics filtering and optimization | Control systems and optimization | Cambridge University Press 2020-01-09T17:57:40+00:00 https://www.cambridge.org/us/academic/subjects/engineering/control-systems-and-optimization/stochastic-dynamics-filtering-and-optimization?format=HB cshalizi books:noted optimization filtering state_estimation stochastic_processes state-space_models re:almost_none books:suggest_to_library in_NB downloaded https://pinboard.in/ https://pinboard.in/u:cshalizi/b:30fbcfbf0054/ [1909.10287] Mean Field approach to stochastic control with partial information 2019-09-26T18:03:50+00:00 https://arxiv.org/abs/1909.10287 cshalizi to:NB control_theory_and_control_engineering stochastic_processes filtering state_estimation state-space_models https://pinboard.in/ https://pinboard.in/u:cshalizi/b:88d010408e74/ Applied stochastic differential equations 2019-05-14T15:49:04+00:00 https://www.cambridge.org/9781316649466 cshalizi to:NB books:noted stochastic_differential_equations stochastic_processes filtering time_series statistical_inference_for_stochastic_processes https://pinboard.in/ https://pinboard.in/u:cshalizi/b:be7b53a609b6/ On the Sensitivity of Granger Causality to Errors‐In‐Variables, Linear Transformations and Subsampling - Anderson - - Journal of Time Series Analysis - Wiley Online Library 2018-09-30T14:48:10+00:00 https://onlinelibrary.wiley.com/doi/10.1111/jtsa.12430 cshalizi time_series prediction granger_causality in_NB filtering https://pinboard.in/ https://pinboard.in/u:cshalizi/b:76bd984e3518/ [1606.08650] Approximate Smoothing and Parameter Estimation in High-Dimensional State-Space Models 2016-09-07T14:54:27+00:00 http://arxiv.org/abs/1606.08650 cshalizi to:NB particle_filters time_series statistical_inference_for_stochastic_processes filtering stochastic_processes state-space_models high-dimensional_statistics singh.sumeetpal_s. statistics re:fitness_sampling https://pinboard.in/ https://pinboard.in/u:cshalizi/b:a76b4d887144/ [1301.6585] Can local particle filters beat the curse of dimensionality? 2016-09-07T14:50:14+00:00 http://arxiv.org/abs/1301.6585 cshalizi to:NB filtering van_handel.ramon particle_filters stochastic_processes high-dimensional_statistics https://pinboard.in/ https://pinboard.in/u:cshalizi/b:bcc06551da52/ Thomas-Agnan : Spline Functions and Stochastic Filtering 2016-04-16T15:13:50+00:00 http://projecteuclid.org/euclid.aos/1176348259 cshalizi to:NB splines prediction filtering statistics hilbert_space fourier_analysis random_fields have_read https://pinboard.in/ https://pinboard.in/u:cshalizi/b:f733830bbdcd/ [1601.05033] Optimal tracking for dynamical systems 2016-02-09T02:56:10+00:00 http://arxiv.org/abs/1601.05033 cshalizi to:NB dynamical_systems stochastic_processes statistical_inference_for_stochastic_processes filtering nobel.andrew https://pinboard.in/ https://pinboard.in/u:cshalizi/b:a7a072c88de4/ Crisan , Míguez : Particle-kernel estimation of the filter density in state-space models 2015-01-24T14:11:26+00:00 http://projecteuclid.org/euclid.bj/1411134448 cshalizi particle_filters density_estimation filtering state_estimation state-space_models statistics computational_statistics in_NB kernel_smoothing https://pinboard.in/ https://pinboard.in/u:cshalizi/b:77a953685926/ Masani : Wiener's contributions to generalized harmonic analysis, prediction theory and filter theory 2014-10-14T20:03:37+00:00 http://projecteuclid.org/euclid.bams/1183527586 cshalizihave_read wiener.norbert mathematics fourier_analysis time_series prediction filtering stochastic_processes in_NB to:blog https://pinboard.in/ https://pinboard.in/u:cshalizi/b:0f8263c3c22e/ [1402.1253] An Ensemble Kushner-Stratonovich (EnKS) Nonlinear Filter: Additive Particle Updates in Non-Iterative and Iterative Forms 2014-03-08T22:41:43+00:00 http://arxiv.org/abs/1402.1253 cshalizi to:NB particle_filters filtering statistics https://pinboard.in/ https://pinboard.in/u:cshalizi/b:66385402463f/ [1402.3466] Kernel density estimates in particle filter 2014-03-08T22:39:09+00:00 http://arxiv.org/abs/1402.3466 cshalizi to:NB density_estimation particle_filters filtering statistics kernel_smoothing https://pinboard.in/ https://pinboard.in/u:cshalizi/b:dfbfe8acfb74/ [1401.6450] Phase Transitions in Nonlinear Filtering 2014-02-22T03:40:42+00:00 http://arxiv.org/abs/1401.6450 cshalizi to:NB filtering phase_transitions stochastic_processes markov_models van_handel.ramon https://pinboard.in/ https://pinboard.in/u:cshalizi/b:72f9fd426c13/ Chan , Lai : A general theory of particle filters in hidden Markov models and some applications 2014-02-20T22:21:27+00:00 http://projecteuclid.org/euclid.aos/1387313393 cshalizi particle_filters filtering state_estimation martingales statistical_inference_for_stochastic_processes statistics state-space_models markov_models stochastic_processes in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:76bc97fcf610/ [1209.0633] Nonparametric regression on hidden phi-mixing variables: identifiability and consistency of a pseudo-likelihood based estimation procedure 2014-02-20T01:04:28+00:00 http://arxiv.org/abs/1209.0633 cshalizi to:NB statistical_inference_for_stochastic_processes time_series filtering statistics mixing https://pinboard.in/ https://pinboard.in/u:cshalizi/b:4a6c43d17081/ Dubarry , Le Corff : Non-asymptotic deviation inequalities for smoothed additive functionals in nonlinear state-space models 2013-12-03T15:56:43+00:00 http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.bj/1386078601 cshalizi filtering state_estimation state-space_models markov_models stochastic_processes deviation_inequalities statistical_inference_for_stochastic_processes statistics in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:2c1ce9d96796/ [1310.5951] A Tractable State-Space Model for the Riemannian Manifold of Symmetric Positive Definite Matrices 2013-10-23T19:53:05+00:00 http://arxiv.org/abs/1310.5951 cshalizi to:NB state-space_models statistics_on_manifolds filtering statistics carvalho.carlos_m. https://pinboard.in/ https://pinboard.in/u:cshalizi/b:99985bc07968/ Künsch : Particle filters 2013-09-04T21:07:36+00:00 http://projecteuclid.org/euclid.bj/1377612857 cshalizi particle_filters statistical_inference_for_stochastic_processes time_series filtering statistics in_NB have_read https://pinboard.in/ https://pinboard.in/u:cshalizi/b:0e462fe36e84/ Empirical intrinsic geometry for nonlinear modeling and time series filtering 2013-09-03T12:26:55+00:00 http://www.pnas.org/content/110/31/12535.abstract cshalizi time_series prediction manifold_learning dimension_reduction statistics machine_learning to_read filtering state_estimation information_geometry entableted in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:5c5423af007e/ Predicting the Future - Completing Models of Observed Complex Systems 2013-07-11T20:11:13+00:00 http://www.springer.com/physics/complexity/book/978-1-4614-7217-9?cm_mmc=NBA-_-Jul-13_WEST_13201678-_-product-_-978-1-4614-7217-9&otherVersion=978-1-4614-7218-6 cshalizi to:NB books:noted statistical_inference_for_stochastic_processes complexity dynamical_systems filtering prediction abarbanel.henry https://pinboard.in/ https://pinboard.in/u:cshalizi/b:80a6a8c60d6c/ [1305.5797] Convergence in distribution for filtering processes associated to Hidden Markov Models with densities 2013-05-27T03:44:16+00:00 http://arxiv.org/abs/1305.5797 cshalizi to:NB filtering markov_models stochastic_processes state-space_models https://pinboard.in/ https://pinboard.in/u:cshalizi/b:dbfa83e8db55/ [1305.0320] MCMC for non-linear state space models using ensembles of latent sequences 2013-05-03T18:35:37+00:00 http://arxiv.org/abs/1305.0320 cshalizi filtering state-space_models state_estimation estimation time_series markov_models monte_carlo statistics neal.radford in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:02250f392083/ cts: An R Package for Continuous Time Autoregressive Models via Kalman Filter 2013-04-22T17:18:22+00:00 http://www.jstatsoft.org/v53/i05 cshalizi to:NB time_series R filtering state-space_models statistics https://pinboard.in/ https://pinboard.in/u:cshalizi/b:3bfbb49c1e34/ [1304.2986] Adaptive Piecewise Polynomial Estimation via Trend Filtering 2013-04-11T04:10:40+00:00 http://arxiv.org/abs/1304.2986 cshalizi to:NB filtering regression statistics splines sparsity lasso kith_and_kin have_read tibshirani.ryan https://pinboard.in/ https://pinboard.in/u:cshalizi/b:02f1ed0872ce/ Le Corff , Fort : Online Expectation Maximization based algorithms for inference in Hidden Markov Models 2013-03-25T16:52:51+00:00 http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.ejs/1364220670 cshalizi to:NB time_series markov_models em_algorithm estimation filtering state_estimation state-space_models statistics https://pinboard.in/ https://pinboard.in/u:cshalizi/b:4c3bb13a47a2/ CRAN - Package mFilter: Miscellaneous time series filters 2012-11-25T12:27:13+00:00 http://cran.r-project.org/web/packages/mFilter/index.html cshalizi statistics R time_series filtering to_teach:undergrad-ADA https://pinboard.in/ https://pinboard.in/u:cshalizi/b:23917d3d0151/ [1208.2534] Locating the Source of Diffusion in Large-Scale Networks 2012-09-04T02:09:14+00:00 http://arxiv.org/abs/1208.2534 cshalizi network_data_analysis statistics filtering in_NB re:social_networks_as_sensor_networks re:do-institutions-evolve epidemics_on_networks https://pinboard.in/ https://pinboard.in/u:cshalizi/b:e7d10841c46c/ Tong , van Handel : Ergodicity and stability of the conditional distributions of nondegenerate Markov chains 2012-08-10T17:53:03+00:00 http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.aoap/1344614202 cshalizi to_read ergodic_theory mixing filtering markov_models stochastic_processes re:almost_none van_handel.ramon in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:884d46bd9925/ Filters and Full Employment (Not Wonkish, Really) - NYTimes.com 2012-07-12T01:59:57+00:00 http://krugman.blogs.nytimes.com/2012/07/11/filters-and-full-employment-not-wonkish-really/ cshalizi bad_data_analysis macroeconomics filtering time_series utter_stupidity to_teach:undergrad-ADA splines https://pinboard.in/ https://pinboard.in/u:cshalizi/b:251ce3c5da8e/ [1206.4670] State-Space Inference for Non-Linear Latent Force Models with Application to Satellite Orbit Prediction 2012-06-23T14:11:52+00:00 http://arxiv.org/abs/1206.4670 cshalizi to:NB state-space_models nonparametrics filtering statistical_inference_for_stochastic_processes time_series machine_learning https://pinboard.in/ https://pinboard.in/u:cshalizi/b:bd860d658bfd/ Statistical Inference on Time Series by RKHS Methods (Parzen, 1970) 2012-04-23T03:00:33+00:00 http://www.stat.tamu.edu/~eparzen/InferenceRKHS.pdf cshalizistatistics statistical_inference_for_stochastic_processes time_series stochastic_processes hilbert_space filtering via:flaxman parzen.emanuel in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:d3ea8617bbaa/ [0810.2123] Forgetting of the initial distribution for non-ergodic Hidden Markov Chains 2012-02-29T15:58:16+00:00 http://arxiv.org/abs/0810.2123 cshalizi to:NB filtering markov_models state_estimation stochastic_processes https://pinboard.in/ https://pinboard.in/u:cshalizi/b:f14e6fc44982/ Online Learning with Hidden Markov Models 2012-02-21T04:20:08+00:00 http://www.mitpressjournals.org/doi/abs/10.1162/neco.2008.10-06-351 cshalizi to:NB markov_models filtering state_estimation statistics em_algorithm https://pinboard.in/ https://pinboard.in/u:cshalizi/b:a8088c3cdd66/ [1202.2945] Sequential Monte Carlo smoothing for general state space hidden Markov models 2012-02-15T13:25:25+00:00 http://arxiv.org/abs/1202.2945 cshalizi filtering statistics state_estimation particle_filters state-space_models stochastic_processes ergodic_theory moulines.eric douc.randal in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:51cf2f5a4960/ IEEE Xplore - Online Learning of Noisy Data 2011-12-06T21:58:47+00:00 http://ieeexplore.ieee.org/xpls/abs_all.jsp?isnumber=6094243&arnumber=6015553&tag=1 cshalizi to:NB online_learning filtering kernel_methods machine_learning cesa-bianchi.nicolo low-regret_learning https://pinboard.in/ https://pinboard.in/u:cshalizi/b:07e7db063157/ [1111.6801] The direct L2 geometric structure on a manifold of probability densities with applications to Filtering 2011-12-01T14:25:45+00:00 http://arxiv.org/abs/1111.6801 cshalizi filtering state_estimation information_geometry time_series in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:bb72e66ca622/ Ergodicity of Hidden Markov Model - Mathematics of Control, Signals, and Systems (MCSS), Volume 17, Number 4 2011-10-28T20:37:18+00:00 http://www.springerlink.com/content/n64824610x241816/ cshalizi in_NB stochastic_processes ergodic_theory markov_models filtering re:almost_none https://pinboard.in/ https://pinboard.in/u:cshalizi/b:895c1aed90ac/ [1108.3968] Online Expectation Maximization based algorithms for inference in hidden Markov models 2011-08-22T14:07:33+00:00 http://arxiv.org/abs/1108.3968 cshalizi filtering expectation-maximization markov_models statistics statistical_inference_for_stochastic_processes in_NB https://pinboard.in/u:cshalizi/b:8b347898d1d4/ Chigansky , van Handel : A complete solution to Blackwell’s unique ergodicity problem for hidden Markov chains 2010-11-11T12:14:42+00:00 http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.aoap/1287494562 cshalizimarkov_models in_NB filtering ergodic_theory stochastic_processes heard_the_talk van_handel.ramon https://pinboard.in/u:cshalizi/b:777150583cb8/ Carvalho, Johannes, Lopes, Polson: Particle Learning and Smoothing 2010-08-05T21:35:20+00:00 http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.ss/1280841735 cshalizi particle_filters filtering state-space_models state_estimation estimation time_series statistics https://pinboard.in/u:cshalizi/b:d276dc573d58/ "Fixed Rank Filtering for Spatio-Temporal Data" (Cressie, Shi, Kang) 2010-08-05T20:59:01+00:00 http://pubs.amstat.org/doi/abs/10.1198/jcgs.2010.09051 cshalizifiltering spatial_statistics statistics https://pinboard.in/u:cshalizi/b:e089aaabf6ab/ Approximate Methods for State-Space Models - Journal of the American Statistical Association - 105(489):170 2010-03-31T16:58:37+00:00 http://pubs.amstat.org/doi/abs/10.1198/jasa.2009.tm08326 cshalizi self-centered markov_models state_estimation filtering laplace_approximation stochastic_processes statistical_inference_for_stochastic_processes time_series statistics https://pinboard.in/u:cshalizi/b:1d0aef660408/ Bengtsson, Bickel, Li: Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems 2009-12-31T17:43:32+00:00 http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.imsc/1207580091 cshalizifiltering state_estimation particle_filters monte_carlo time_series statistics high-dimensional_statistics have_read in_NB re:fitness_sampling https://pinboard.in/u:cshalizi/b:26e6f5824bf4/ Hodrick-Prescott filter - Wikipedia, the free encyclopedia 2009-09-11T16:33:58+00:00 http://en.wikipedia.org/wiki/Hodrick-Prescott_filter cshalizi time_series macroeconomics filtering splines wheels:reinvention_of statistics econometrics re:your_favorite_dsge_sucks https://pinboard.in/u:cshalizi/b:f4d84be694ae/ Failures of sequential Bayesian filters and the successes of shadowing filters in tracking of nonlinear deterministic and stochastic systems 2009-07-04T19:48:47+00:00 http://scitation.aip.org/getabs/servlet/GetabsServlet?prog=normal&id=PLEEE8000079000006066206000001&idtype=cvips&gifs=Yes cshalizi particle_filters filtering state_estimation state-space_models time_series https://pinboard.in/u:cshalizi/b:b31f250173c5/ Discovery of the Kalman Filter as a Practical Tool for Aerospace and Industry (McGee and Schmidt) 2009-06-12T23:22:59+00:00 http://ntrs.nasa.gov/archive/nasa/casi.ntrs.nasa.gov/19860003843_1986003843.pdf cshalizi filtering state_estimation kalman_filter extended_kalman_filter apollo_project nasa history_of_technology time_series simulation scientific_computing to:blog control_theory_and_control_engineering https://pinboard.in/u:cshalizi/b:91655a81405f/ Large-scale multiple testing under dependence 2009-04-07T12:11:42+00:00 http://www3.interscience.wiley.com/journal/121581722/abstract cshalizihypothesis_testing change-point_problem stochastic_processes statistics in_NB have_read filtering markov_models cai.t._tony epidemic_models re:social_networks_as_sensor_networks https://pinboard.in/u:cshalizi/b:ad34ab6f6d7c/ Fundamentals of Stochastic Filtering 2009-03-20T02:15:42+00:00 http://www.springer.com/math/probability/book/978-0-387-76895-3 cshalizibooks:noted filtering state_estimation stochastic_processes particle_filters books:owned https://pinboard.in/u:cshalizi/b:a7d625c0adec/ CRAN - Package sspir 2009-02-11T19:41:05+00:00 http://lib.stat.cmu.edu/R/CRAN/web/packages/sspir/index.html cshalizi state-space_models time_series R filtering state_estimation to_teach https://pinboard.in/u:cshalizi/b:3542f4bd5585/ Hidden Markov Models and Dynamical Systems - Andrew Fraser 2008-11-18T14:26:03+00:00 http://www.ec-securehost.com/SIAM/OT107.html cshalizi markov_models dynamical_systems books:recommended state_estimation filtering state-space_models statistical_inference_for_stochastic_processes via:guslacerda kith_and_kin to_teach:complexity-and-inference fraser.andrew https://pinboard.in/u:cshalizi/b:c2232e6a78e0/ An Introduction to Stochastic Filtering Theory: Jie Xiong 2008-05-14T11:30:23+00:00 http://www.oup.com/us/catalog/general/subject/Mathematics/AppliedMathematics/?view=usa&ci=9780199219704 cshalizibooks:noted filtering state_estimation stochastic_processes martingales markov_models branching_processes particle_filters https://pinboard.in/u:cshalizi/b:521df7b36eee/ On error-free filtering of finite-state singular processes under dependent distortions - Prelov and van der Meulen 2008-02-25T19:29:35+00:00 http://www.springerlink.com/content/hk05v4j61686wk27/ cshalizi filtering state_estimation information_theory re:AoS_project prelov.v._v. van_der_meulen.e._c. https://pinboard.in/u:cshalizi/b:4b89cf586502/ [0708.3412] Observability and nonlinear filtering 2007-11-22T04:37:57+00:00 http://arxiv.org/abs/0708.3412 cshalizi markov_models filtering re:AoS_project in_NB van_handel.ramon heard_the_talk https://pinboard.in/u:cshalizi/b:acac43afaaa3/ [0710.4245] Particle Filters for Partially Observed Diffusions 2007-11-09T15:00:08+00:00 http://arxiv.org/abs/0710.4245 cshaliziparticle_filters filtering state-space_models state_estimation stochastic_processes statistics https://pinboard.in/u:cshalizi/b:a2b3cc7647ef/