On the Mathematical Theory of Ensemble (Linear-Gaussian) Kalman-Bucy Filtering

16 June 2020

Papers citing "On the Mathematical Theory of Ensemble (Linear-Gaussian) Kalman-Bucy Filtering"

7 / 7 papers shown

Title
Dual Filter: A Mathematical Framework for Inference using Transformer-like Architectures Heng-Sheng Chang P. Mehta 34 0 0 01 May 2025
Recurrent Neural Networks and Universal Approximation of Bayesian Filters A. Bishop Edwin V. Bonilla BDL 16 3 0 01 Nov 2022
Non-Asymptotic Analysis of Ensemble Kalman Updates: Effective Dimension and Localization Omar Al Ghattas D. Sanz-Alonso 20 12 0 05 Aug 2022
Multilevel Estimation of Normalization Constants Using the Ensemble Kalman-Bucy Filter Hamza Ruzayqat Neil K. Chada Ajay Jasra 11 5 0 09 Aug 2021
Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering M. Coghi T. Nilssen Nikolas Nusken Sebastian Reich 17 8 0 14 Jul 2021
Log-Normalization Constant Estimation using the Ensemble Kalman-Bucy Filter with Application to High-Dimensional Models Dan Crisan P. Del Moral Ajay Jasra Hamza Ruzayqat 15 4 0 27 Jan 2021
Multilevel Ensemble Kalman-Bucy Filters Neil K. Chada Ajay Jasra Fangyuan Yu 14 16 0 09 Nov 2020