Langevin and Kalman Importance Sampling for Nonlinear Continuous-Discrete State-Space Models

Singer, H. (2018). Langevin and Kalman Importance Sampling for Nonlinear Continuous-Discrete State-Space Models. In Continuous Time Modeling in the Behavioral and Related Sciences (pp. 389–435). Springer International Publishing. https://doi.org/10.1007/978-3-319-77219-6_16