Grid methods for Bayes-optimal continuous-discrete filtering and utilizing a functional tensor train representation (Q5152273)

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scientific article; zbMATH DE number 7397033
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Grid methods for Bayes-optimal continuous-discrete filtering and utilizing a functional tensor train representation
scientific article; zbMATH DE number 7397033

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    Grid methods for Bayes-optimal continuous-discrete filtering and utilizing a functional tensor train representation (English)
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    17 September 2021
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    filtering
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    Bayesian sequential inference
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    tensor train
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    dynamical system
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    numerical solution of partial differential equations
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