TY - DATA
T1 -  Code underlying the publication: Guided filtering and smoothing for infinite-dimensional diffusions
PY - 2025/07/11
AU - Thorben Pieper
UR - 
DO - 10.4121/49f4ee70-a95a-4804-bced-7d2a1a05a656.v1
KW - Data assimilation
KW - Doob’s h-transform
KW - Exponential change of measure
KW - Guided particle filter
KW - Infinite-dimensional diffusions
KW - Markov chain Monte Carlo
KW - Parameter estimation
KW - Smoothing
KW - Stochastic Amari equation
KW - Stochastic partial differential equations.
N2 - <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>
ER -