Doctoral Thesis Defense of Sara Pérez Vieites
Title: “Nested filtering methods for Bayesian inference in state space models” Advisor: Joaquín Míguez Arenas. ABSTRACT A common feature to many problems in some of the most active fields of science is the need to calibrate (i.e., estimate the parameters) and then forecast the time evolution of high-dimensional dynamical systems using sequentially collected data. In…
