The Extended Kalman Filter is a Natural Gradient Descent in Trajectory Space

3 January 2019

Papers citing "The Extended Kalman Filter is a Natural Gradient Descent in Trajectory Space"

7 / 7 papers shown

Title
Gradient Flows for Sampling: Mean-Field Models, Gaussian Approximations and Affine Invariance Yifan Chen Daniel Zhengyu Huang Jiaoyang Huang Sebastian Reich Andrew M. Stuart 27 17 0 21 Feb 2023
KOALA: A Kalman Optimization Algorithm with Loss Adaptivity A. Davtyan Sepehr Sameni L. Cerkezi Givi Meishvili Adam Bielski Paolo Favaro ODL 58 2 0 07 Jul 2021
Applications of the Free Energy Principle to Machine Learning and Neuroscience Beren Millidge DRL 28 7 0 30 Jun 2021
Information-geometry of physics-informed statistical manifolds and its use in data assimilation F. Boso D. Tartakovsky AI4CE 47 8 0 01 Mar 2021
Predictive Coding Approximates Backprop along Arbitrary Computation Graphs Beren Millidge Alexander Tschantz Christopher L. Buckley 32 118 0 07 Jun 2020
TRADI: Tracking deep neural network weight distributions for uncertainty estimation Gianni Franchi Andrei Bursuc Emanuel Aldea Séverine Dubuisson Isabelle Bloch UQCV 26 51 0 24 Dec 2019
Ensemble Kalman Inversion: A Derivative-Free Technique For Machine Learning Tasks Nikola B. Kovachki Andrew M. Stuart BDL 47 136 0 10 Aug 2018