4. Mathematics
  5. Probability

Dan Crisan

Mathematics – Probability

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Approximate McKean-Vlasov Representations for a class of SPDEs

Mathematics – Probability
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Error Bounds and Normalizing Constants for Sequential Monte Carlo in High Dimensions

Statistics – Computation
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On the Stability of Sequential Monte Carlo Methods in High Dimensions

Statistics – Computation
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Particle Approximation of the Filtering Density for State-Space Markov Models in Discrete Time

Statistics – Computation
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Robust Filtering: Correlated Noise and Multidimensional Observation

Mathematics – Probability
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