Approximate filtering via discrete dual processes
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Publication:6189184
DOI10.1016/j.spa.2023.104268arXiv2310.00599OpenAlexW4389003529MaRDI QIDQ6189184
Matteo Ruggiero, Marco Piretto, Guillaume Kon Kam King, Andrea Pandolfi
Publication date: 12 January 2024
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2310.00599
Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05)
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