Ajay Jasra, Kengo Kamatani, Kody J. H. Law, Yan Zhou. Multilevel Particle Filters. SIAM J. Numerical Analysis, 55(6):3068-3096, 2017. [doi]
@article{JasraKLZ17,
title = {Multilevel Particle Filters},
author = {Ajay Jasra and Kengo Kamatani and Kody J. H. Law and Yan Zhou},
year = {2017},
doi = {10.1137/17M1111553},
url = {https://doi.org/10.1137/17M1111553},
researchr = {https://researchr.org/publication/JasraKLZ17},
cites = {0},
citedby = {0},
journal = {SIAM J. Numerical Analysis},
volume = {55},
number = {6},
pages = {3068-3096},
}