%0 Generic
%A Pieper, Thorben
%D 2025
%T  Code underlying the publication: Guided filtering and smoothing for infinite-dimensional diffusions
%U 
%R 10.4121/49f4ee70-a95a-4804-bced-7d2a1a05a656.v1
%K Data assimilation
%K Doob’s h-transform
%K Exponential change of measure
%K Guided particle filter
%K Infinite-dimensional diffusions
%K Markov chain Monte Carlo
%K Parameter estimation
%K Smoothing
%K Stochastic Amari equation
%K Stochastic partial differential equations.
%X <p>Code to run the experiments in Pieper-Sethmacher et al. (2025) Guided filtering and smoothing for infinite-dimensional diffusions, arXiv preprint, arXiv:2507.06786.</p><p>The Julia source code, GuidedFiltering.jl and GuidedSmoothing.jl, implement Algorithms 1&amp;2 and Algorithm 5. Executing the driver files in the experiments folders runs the experiments of examples in section 5.2 and 5.3 of the article.  </p>
%I 4TU.ResearchData