Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Frequentist perspective on robust parameter estimation using the
  ensemble Kalman filter   Standard maximum likelihood or Bayesian approaches to parameter estimation of
stochastic differential equations are not robust to perturbations in the
continuous-in-time data. In this note, we give a rather elementary explanation
of this observation in the context of continuous-time parameter estimation
using an ensemble Kalman filter. We employ the frequentist perspective to shed
new light on two robust estimation techniques; namely subsampling the data and
rough path corrections. We illustrate our findings through a simple numerical
experiment.

36
The categories of this paper are: cmp-lg
12
The categories of this paper are: nucl-th
33
The categories of this paper are: plasm-ph
26
The categories of this paper are: bayes-an
5
The categories of this paper are: gr-qc
14
The categories of this paper are: math-ph
21
The categories of this paper are: adap-org
27
The categories of this paper are: comp-gas
18
The categories of this paper are: econ
29
The categories of this paper are: funct-an
11
The categories of this paper are: hep-lat
10
The categories of this paper are: q-bio
3
The categories of this paper are: physics
7
The categories of this paper are: hep-th
0
The categories of this paper are: hep-ph
31
The categories of this paper are: ao-sci