Analysis of the feedback particle filter with diffusion map based approximation of the gain (Q2072660): Difference between revisions

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+Variable bandwidth diffusion kernels
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+Perturbations and projections of Kalman-Bucy semigroups
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+Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation
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+On extensions of the Brunn-Minkowski and Prekopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation
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+Asymmetric covariance estimates of Brascamp-Lieb type and related inequalities for log-concave measures
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+On the Poincaré Constant of Log-Concave Measures
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+Diffusion maps
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+Approximate McKean–Vlasov representations for a class of SPDEs
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+Long-Time Stability and Accuracy of the Ensemble Kalman--Bucy Filter for Fully Observed Processes and Small Measurement Noise
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+Analysis of a localised nonlinear ensemble Kalman Bucy filter with complete and accurate observations
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+On the Stability and the Uniform Propagation of Chaos of a Class of Extended Ensemble Kalman--Bucy Filters
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+The ensemble Kalman filter for combined state and parameter estimation
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+On the continuous time limit of ensemble square root filters
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+On the continuous time limit of the ensemble Kalman filter
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+Poisson's Equation in Nonlinear Filtering
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+Q3015759
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+Performance of Ensemble Kalman Filters in Large Dimensions
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+McKean--Vlasov SDEs in Nonlinear Filtering
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+A dynamical systems framework for intermittent data assimilation
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+Analysis of the Ensemble Kalman Filter for Inverse Problems
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+Diffusion Map-based Algorithm for Gain Function Approximation in the Feedback Particle Filter
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+Nonlinear stability and ergodicity of ensemble based Kalman filters
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+Propagation of chaos in neural fields
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+Spectral Convergence of Diffusion Maps: Improved Error Bounds and an Alternative Normalization
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+Feedback Particle Filter
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