Pinboard (cshalizi)

Pinboard (cshalizi) https://pinboard.in/u:cshalizi/public/ recent bookmarks from cshalizi 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/ [2206.05161] Approximating optimal SMC proposal distributions in individual-based epidemic models 2022-06-13T17:33:22+00:00 https://arxiv.org/abs/2206.05161 cshalizi to:NB agent-based_models particle_filters monte_carlo state_estimation epidemic_models https://pinboard.in/ https://pinboard.in/u:cshalizi/b:fd1820c45104/ Bagged Filters for Partially Observed Interacting Systems: Journal of the American Statistical Association: Vol 0, No 0 2022-06-11T04:57:01+00:00 https://www.tandfonline.com/doi/full/10.1080/01621459.2021.1974867 cshalizi to:NB time_series state_estimation state-space_models particle_filters ensemble_methods ionides.edward https://pinboard.in/ https://pinboard.in/u:cshalizi/b:737c28aede3c/ [2107.11253] State, global and local parameter estimation using local ensemble Kalman filters: applications to online machine learning of chaotic dynamics 2021-07-26T14:56:43+00:00 https://arxiv.org/abs/2107.11253 cshalizi state-space_models state_estimation misspecification time_series to_read statistics in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:b8af6c2cb494/ [2107.04592] Statistical Estimation and Nonlinear Filtering in Environmental Pollution 2021-07-12T15:33:37+00:00 https://arxiv.org/abs/2107.04592 cshalizi to:NB state_estimation statistical_inference_for_stochastic_processes statistics https://pinboard.in/ https://pinboard.in/u:cshalizi/b:fbdbd601df1f/ [2105.11490] Hidden Markov and semi-Markov models: When and why are these models useful to classify states in time series data? 2021-05-26T18:30:10+00:00 https://arxiv.org/abs/2105.11490 cshalizi to:NB state-space_models time_series classifiers state_estimation misspecification to_teach:data_over_space_and_time statistics https://pinboard.in/ https://pinboard.in/u:cshalizi/b:14bc8be5c08a/ [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/ [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/ McGoff , Nobel : Empirical risk minimization and complexity of dynamical models 2020-11-19T04:45:26+00:00 https://projecteuclid.org/euclid.aos/1597370663 cshalizi learning_theory dynamical_systems state_estimation nobel.andrew to_teach:childs_garden_of_statistical_learning_theory have_read in_NB learning_under_dependence https://pinboard.in/ https://pinboard.in/u:cshalizi/b:8d0c6a1757d4/ Robust estimation for discrete‐time state space models - Aeberhard - - Scandinavian Journal of Statistics - Wiley Online Library 2020-11-15T20:53:35+00:00 https://doi.org/10.1111/sjos.12482 cshalizi to:NB state-space_models time_series statistics state_estimation https://pinboard.in/ https://pinboard.in/u:cshalizi/b:206d62949f9e/ [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/ [1909.12890] A Dual Characterization of Observability for Stochastic Systems 2019-10-01T16:22:10+00:00 https://arxiv.org/abs/1909.12890 cshalizi to:NB control_theory_and_control_engineering state_estimation state-space_models markov_models stochastic_differential_equations https://pinboard.in/ https://pinboard.in/u:cshalizi/b:bcedaf81dac4/ [1909.11560] Real time analysis of epidemic data 2019-09-26T18:10:31+00:00 https://arxiv.org/abs/1909.11560 cshalizi to:NB epidemic_models time_series state_estimation particle_filters statistics to_teach:data_over_space_and_time https://pinboard.in/ https://pinboard.in/u:cshalizi/b:3a39b5bfcdbe/ [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/ [1909.05062] Logarithmic Regret for Online Control 2019-09-15T16:42:59+00:00 https://arxiv.org/abs/1909.05062 cshalizi to:NB control_theory_and_control_engineering low-regret_learning state_estimation hazan.elad time_series statistics https://pinboard.in/ https://pinboard.in/u:cshalizi/b:385bfe7d4518/ [1908.07204] Forecasting observables with particle filters: Any filter will do! 2019-08-21T13:15:34+00:00 https://arxiv.org/abs/1908.07204 cshalizi time_series particle_filters prediction state_estimation state-space_models to_teach:data_over_space_and_time statistics in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:6295f6655b43/ [1908.07254] Online pseudo Marginal Sequential Monte Carlo smoother for general state spaces. Application to recursive maximum likelihood estimation of stochastic differential equations 2019-08-21T13:14:45+00:00 https://arxiv.org/abs/1908.07254 cshalizi to:NB particle_filters monte_carlo state_estimation statistics time_series https://pinboard.in/ https://pinboard.in/u:cshalizi/b:40edb95bb342/ Parallelising Particle Filters with Butterfly Interactions - Heine - - Scandinavian Journal of Statistics - Wiley Online Library 2019-08-19T02:44:44+00:00 https://onlinelibrary.wiley.com/doi/abs/10.1111/sjos.12408?af=R cshalizi to:NB computational_statistics particle_filters time_series state-space_models state_estimation re:fitness_sampling https://pinboard.in/ https://pinboard.in/u:cshalizi/b:cef9fdc64128/ [1903.08605] Iterated Extended Kalman Smoother-based Variable Splitting for $L_1$-Regularized State Estimation 2019-08-05T14:12:53+00:00 https://arxiv.org/abs/1903.08605 cshalizi to:NB state_estimation high-dimensional_statistics optimization statistics time_series https://pinboard.in/ https://pinboard.in/u:cshalizi/b:70b161506732/ [1707.01660] Particle MCMC with Poisson Resampling: Parallelization and Continuous Time Models 2019-08-05T13:10:10+00:00 https://arxiv.org/abs/1707.01660 cshalizi to:NB particle_filters state_estimation monte_carlo re:fitness_sampling https://pinboard.in/ https://pinboard.in/u:cshalizi/b:36cfb42ee50d/ [1810.06191] Inverse Problems and Data Assimilation 2019-07-04T10:19:29+00:00 https://arxiv.org/abs/1810.06191 cshalizi inverse_problems statistics state_estimation in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:2510f120c5ae/ [1905.11436] Kalman Filter, Sensor Fusion, and Constrained Regression: Equivalences and Insights 2019-05-29T20:26:31+00:00 https://arxiv.org/abs/1905.11436 cshalizi state_estimation kalman_filter regression rosenfeld.roni tibshirani.ryan kith_and_kin statistics to_teach:data_over_space_and_time in_NB have_read https://pinboard.in/ https://pinboard.in/u:cshalizi/b:4db36e40b505/ Order Selection and Inference with Long Memory Dependent Data - Gupta - - Journal of Time Series Analysis - Wiley Online Library 2019-05-27T20:39:21+00:00 https://onlinelibrary.wiley.com/doi/10.1111/jtsa.12476 cshalizi to:NB model_selection time_series long-range_dependence state_estimation https://pinboard.in/ https://pinboard.in/u:cshalizi/b:a208b2bf74a4/ 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/ [1403.6585] Moment Conditions for Convergence of Particle Filters with Unbounded Importance Weights 2014-04-03T18:37:51+00:00 http://arxiv.org/abs/1403.6585 cshalizi particle_filters statistics state_estimation re:fitness_sampling in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:49ffdced3d56/ [1403.6804] A simple modification for improving inference of non-linear dynamical systems 2014-04-03T18:37:17+00:00 http://arxiv.org/abs/1403.6804 cshalizi particle_filters state-space_models state_estimation statistical_inference_for_stochastic_processes statistics re:fitness_sampling in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:2aa48c6a16dd/ [1403.3707] Learning the Latent State Space of Time-Varying Graphs 2014-03-21T15:50:15+00:00 http://arxiv.org/abs/1403.3707 cshalizi to:NB network_data_analysis inference_to_latent_objects state_estimation neville.jennifer statistics re:network_differences to_read https://pinboard.in/ https://pinboard.in/u:cshalizi/b:b85ec984d74b/ [1402.0536] Predictive Modeling of Cholera Outbreaks in Bangladesh 2014-03-10T02:09:24+00:00 http://arxiv.org/abs/1402.0536 cshalizi epidemic_models cholera markov_models state_estimation particle_filters statistics in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:6bab9a9276e6/ 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/ 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/ 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/ [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/ 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/ [1204.1360] Particle filtering in high-dimensional chaotic systems 2012-04-14T15:57:12+00:00 http://arxiv.org/abs/1204.1360 cshalizi particle_filters chaos dynamical_systems state-space_models state_estimation re:stacs in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:8112c263a832/ [1203.6898] Long-term stability of sequential Monte Carlo methods under verifiable conditions 2012-04-02T14:28:07+00:00 http://arxiv.org/abs/1203.6898 cshalizi particle_filters stochastic_processes time_series state_estimation state-space_models markov_models statistics in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:3039c8400f4c/ [math/0609514] Sequential Monte Carlo smoothing with application to parameter estimation in non-linear state space models 2012-04-01T15:31:03+00:00 http://arxiv.org/abs/math/0609514 cshalizi statistics time_series state_estimation state-space_models particle_filters in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:c716d9ec6d1d/ [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/ [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/ [0812.0350] Uniform Time Average Consistency of Monte Carlo Particle Filters 2011-10-14T04:54:28+00:00 http://arxiv.org/abs/0812.0350 cshalizi state_estimation particle_filters monte_carlo stochastic_processes van_handel.ramon in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:377145bca6e2/ Kalman Filtering in R 2011-03-06T00:02:28+00:00 http://www.jstatsoft.org/v39/i02/ cshalizito:NB kalman_filter time_series statistics R state_estimation state-space_models to_teach:data_over_space_and_time https://pinboard.in/u:cshalizi/b:209124d81e75/ 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/ 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/ 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/ Monte Carlo method for adaptively estimating the unknown parameters and the dynamic state of chaotic systems 2009-06-10T19:05:21+00:00 http://scitation.aip.org/getabs/servlet/GetabsServlet?prog=normal&id=PLEEE8000079000005056218000001&idtype=cvips&gifs=Yes&type=ALERT cshalizi time_series statistics dynamical_systems particle_filters state_estimation https://pinboard.in/u:cshalizi/b:874344d59328/ [0905.2181] Non-Bayesian particle filters 2009-05-15T16:45:24+00:00 http://arxiv.org/abs/0905.2181 cshalizistate_estimation particle_filters in_NB https://pinboard.in/u:cshalizi/b:39d3c3d6696d/ 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/ Cybernetics: Or Control & Communication in the Animal & the Machine - Norbert Wiener [@Labyrinth] 2008-08-14T13:49:27+00:00 http://www.labyrinthbooks.com/sale_detail.aspx?isbn=9780262730099 cshalizi books:recommended cybernetics stochastic_processes time_series prediction feedback autonomous_agents autonomy statistical_mechanics state_estimation self-organization machine_learning artificial_life control communication homeostasis philosophy_of_science information_theory arrow_of_time teleology teleonomy freedom_as_self-control wiener.norbert https://pinboard.in/u:cshalizi/b:e2d8476aac6f/ 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/ PLoS Computational Biology - From Inverse Problems in Mathematical Physiology to Quantitative Differential Diagnoses 2007-11-09T16:55:57+00:00 http://compbiol.plosjournals.org/perlserv/?request=get-document&doi=10.1371/journal.pcbi.0030204 cshalizistatistics inverse_problems automated_diagnosis state_estimation have_read computational_statistics heard_the_talk identifiability in_NB zenker.sven rubin.jonathan clermont.gilles https://pinboard.in/u:cshalizi/b:5816beb59a96/ [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/ [0710.5098] Particle Filters for Multiscale Diffusions 2007-10-29T14:17:18+00:00 http://arxiv.org/abs/0710.5098 cshaliziparticle_filters nonlinear_filtering state_estimation sequential_monte_carlo separation_of_time-scales https://pinboard.in/u:cshalizi/b:9d00976a2fc7/