Statistical Accuracy of Approximate Filtering Methods

zbMatharXiv:2402.01593MaRDI QIDQ6520122

Unnamed Author, Franca Hoffmann, Andrew M. Stuart, José Antonio Carrillo

Publication date: 1 January 1

Mathematics Subject Classification ID

Bayesian inference (62F15) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic particle methods (65C35) The dynamics of infinite particle systems (70F45)

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