Skip to content
#

computational-statistics

Here are 59 public repositories matching this topic...

Code for the nested hybrid filters (NHFs), including four different implementations using sequential Monte Carlo (SMC), sequential quasi-Monte Carlo (SQMC), extended Kalman filters (EKFs) and ensemble Kalman filters (EnKFs). I have also included the implementation of the nested particle filter (NPF) and the two-stage filter to compare performance.

  • Updated Mar 11, 2024
  • MATLAB

Improve this page

Add a description, image, and links to the computational-statistics topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the computational-statistics topic, visit your repo's landing page and select "manage topics."

Learn more