A Wasserstein Coupled Particle Filter for Multilevel Estimation. - Marco Ballesio; Ajay Jasra; Erik von Schwerin; Raúl Tempone (CoRR, 2020)

Unbiased estimation of the gradient of the log-likelihood for a class of continuous-time state-space models. - Marco Ballesio; Ajay Jasra (Monte Carlo Methods Appl., 2022)