Automatic Backward Filtering Forward Guiding for Markov processes and
graphical models

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Automatic Backward Filtering Forward Guiding for Markov processes and graphical models

7 October 2020

Frank van der Meulen

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Papers citing "Automatic Backward Filtering Forward Guiding for Markov processes and graphical models"

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Title
A convergent scheme for the Bayesian filtering problem based on the Fokker--Planck equation and deep splitting Kasper Bågmark Adam Andersson S. Larsson Filip Rydin 199 0 0 20 Jan 2025
Conditioning non-linear and infinite-dimensional diffusion processes E. Baker Gefan Yang Michael L. Severinsen C. Hipsley Stefan Sommer DiffM 82 8 0 02 Feb 2024
Control of Stochastic Quantum Dynamics by Differentiable Programming Frank Schafer P. Sekatski M. Koppenhöfer C. Bruder M. Kloc 26 17 0 04 Jan 2021
Continuous-discrete smoothing of diffusions Marcin Mider Moritz Schauer Frank van der Meulen 58 30 0 11 Dec 2017