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Saikat saha phd thesis proposal

Saikat saha phd thesis proposal Bagchi, Arunabha and Saha

2013

Aihara, Shin Ichi and Bagchi, Arunabha and Saha, Saikat (2013) Adaptive filtering for stochastic volatility by utilizing exact sampling. In: tenth Worldwide Conference on Informatics in charge, Automation and Robotics, ICINCO 2013, 29-31July 2013, Reykjavik, Iceland (pp. pp. 326-335).

Annadi, A. and Wang, X. and Gopinadhan, K. and L, W.M. and Roy Barman, A. and Liu, Z.Q. and Srivastava, A. and Saha, S. and Zhao, Y.L. and Zeng, S.W. and Dhar, S. and Tuzla, N. and Olsson, E. and Zhang, Q. (Qiaohui) and Gu, B. and Yunoki, S. and Maekawa, S. and Hilgenkamp, H. and Venkatesan, T. and Ariando, A. (2013) Anisotropic two dimensional electron gas in the LaAlO3/SrTiO3(110) interface. Nature communications, 4. 1838-1 – 1838-7. ISSN 2041-1723

Saha, S. and Mandal, P.K. and Bagchi, A. and Boers, Y. and Driessen, J.N. (2013) Particle based smoothed marginal MAP estimation for general condition space models. IEEE Transactions on Signal Processing, 61 (2). pp. 264-273. ISSN 1053-587X

2012

Aihara, ShinIchi and Bagchi, Arunabha and Saha, Saikat (2012) Identification of Bates stochastic volatility model by utilizing non-central chi-square random generation method. In: IEEE Worldwide Conference on Acoustics, Speech, and Signal Processing, ICASSP 2012, March 25-30, 2012, Kyoto, Japan (pp. pp. 3905-3908).

2009

Aihara, ShinIchi and Bagchi, Arunabha and Saha, Saikat (2009) On parameter estimation of stochastic volatility models from stock data using particle filter – Application to AEX index -. Worldwide journal of innovative computing, information and control, 5 (1). pp. 17-27. ISSN 1349-4198

Saha, S. and Boers, Y. and Driessen, J.N. and Mandal, P.K. and Bagchi, A. (2009) Particle filter based MAP condition estimation: an evaluation.

Saikat saha phd thesis proposal Arunabha and

In: twelfth Worldwide Conference on Information Fusion 2009, 6-9 This summer, 2009, San antonio, USA (pp. pp. 278-283).

Saha, S. and Mandal, P.K. and Bagchi, A. and Boers, Y. and Driessen, H. (2009) Parameter estimation inside a general condition space model from short observation data: A SMC based approach. In: 2009 IEEE/SP 15th Workshop on Record Signal Processing, 31 August – 03 Sep 2009, Cardiff, United kingdom (pp. pp. 41-44).

Saha, Saikat (2009) Topics in particle filtering and smoothing. thesis.

2008

Aihara, Shin Ichi and Bagchi, Arunabha and Saha, Saikat (2008) Estimating volatility and model parameters of stochastic volatility models with jumps using particle filter. In: 17th IFAC World Congress, 06-11 This summer 2008, Seoul (pp. pp. 6490-6495).

Saha, S. and Mandal, P.K. and Bagchi, A. (2008) A brand new method of particle based smoothed marginal MAP. In: 16th European Signal Processing Conference, EUSIPCO, 25-29 August 2008, Lausanne, Europe.

Saha, S. and Mandal, P.K. and Bagchi, A. and Boers, Y. and Driessen, H. (2008) Around the Monte Carlo marginal MAP estimator for general condition space models. [Report]

Saha, S. and Mandal, P.K. and Boers, Y. and Driessen, H. and Bagchi, A. (2008) Gaussian proposal density using moment matching in SMC methods. Statistics and Computing, 19 (2). pp. 203-208. ISSN 0960-3174

2007

Saha, S. and Mandal, P.K. and Boers, Y. and Driessen, H. and Bagchi, A. (2007) Gaussian proposal density using moment matching in SMC methods. [Report]

Saikat saha phd thesis proposal general state space model from

2006

Saha, S. and Mandal, P.K. and Boers, Y. and Driessen, H. (2006) Exact moment matching for efficient importance functions in SMC methods. In: Nonlinear Record Signal Processing Workshop (NSSPW): Classical, Unscented and Particle Filtering Methods, 13-15 Sept 2006, Cambridge, United kingdom (pp. p. 14).

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