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Journal Articles

Crisan, Dan ; Miguez, Joaquin

Particle-Kernel Estimation of the Filter Density in State-Space Models Journal Article

Bernoulli, (to appear , 2014.

Abstract | Links | BibTeX | Tags: density estimation, Markov systems., Models, Sequential Monte Carlo, state-space, stochastic filtering



Perez-Cruz, Fernando

Kullback-Leibler Divergence Estimation of Continuous Distributions Inproceedings

2008 IEEE International Symposium on Information Theory, pp. 1666–1670, IEEE, Toronto, 2008, ISBN: 978-1-4244-2256-2.

Abstract | Links | BibTeX | Tags: Convergence, density estimation, Density measurement, Entropy, Frequency estimation, H infinity control, information theory, k-nearest-neighbour density estimation, Kullback-Leibler divergence estimation, Machine learning, Mutual information, neuroscience, Random variables, statistical distributions, waiting-times distributions