Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/138982
Title: SEQUENTIAL MONTE CARLO FOR BAYESIAN INFERENCE AND DATA ASSIMILATION
Authors: DEBORSHEE SEN
Keywords: Particle filter, MCMC, option pricing, optimal transport, parallelisation, alpha-SMC
Issue Date: 21-Aug-2017
Citation: DEBORSHEE SEN (2017-08-21). SEQUENTIAL MONTE CARLO FOR BAYESIAN INFERENCE AND DATA ASSIMILATION. ScholarBank@NUS Repository.
URI: http://scholarbank.nus.edu.sg/handle/10635/138982
Appears in Collections:Ph.D Theses (Closed)

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