New Book Chapter

By Jochen Voss, on 2009-03-16

Recently we submitted a book chapter for the upcoming Oxford Handbook of Nonlinear Filtering:

M. Hairer, A.M. Stuart and J. Voss: Signal Processing Problems on Function Space: Bayesian Formulation, Stochastic PDEs and Effective MCMC Methods. Pages 833–873 in The Oxford Handbook of Nonlinear Filtering, Dan Crisan and Boris Rozovsky (editors), Oxford University Press, 2011.
link, preprint:pdf, more…