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Greig Smith
Publication Activity (10 Years)
Years Active: 2023-2023
Publications (10 Years): 1
Top Topics
Importance Sampling
Approximate Inference
Markov Chain Monte Carlo
Particle Filtering
Top Venues
Appl. Math. Comput.
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Publications
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Gonçalo Dos Reis
,
Greig Smith
,
Peter Tankov
Importance sampling for McKean-Vlasov SDEs.
Appl. Math. Comput.
453 (2023)