Marco Ballesio

Publication Activity (10 Years)

Years Active: 2020-2022
Publications (10 Years): 3

Top Topics

Sequential Monte Carlo

Particle Filter

Top Venues

Monte Carlo Methods Appl.

Publications

Marco Ballesio, Ajay Jasra
Unbiased estimation of the gradient of the log-likelihood for a class of continuous-time state-space models. Monte Carlo Methods Appl. 28 (1) (2022)
Marco Ballesio, Ajay Jasra
Unbiased Estimation of the Gradient of the Log-Likelihood for a Class of Continuous-Time State-Space Models. CoRR (2021)
Marco Ballesio, Ajay Jasra, Erik von Schwerin, Raúl Tempone
A Wasserstein Coupled Particle Filter for Multilevel Estimation. CoRR (2020)