Bayesian filtering and smoothing
From MaRDI portal
Recommendations
Cited in
(only showing first 100 items - show all)- Itô-Taylor-based square-root unscented Kalman filtering methods for state estimation in nonlinear continuous-discrete stochastic systems
- Nonlinear stochastic model for epidemic disease prediction by optimal filtering perspective
- A new efficient parameter estimation algorithm for high-dimensional complex nonlinear turbulent dynamical systems with partial observations
- Copula particle filters
- A dynamic likelihood approach to filtering transport processes: advection-diffusion dynamics
- A marginalized unscented Kalman filter for efficient parameter estimation with applications to finite element models
- An iterative Bayesian filtering framework for fast and automated calibration of DEM models
- Bayesian Real-Time System Identification
- Particle-based, rapid incremental smoother meets particle Gibbs
- Bayesian inference of state space models. Kalman filtering and beyond
- Selecting time-series hyperparameters with the artificial jackknife
- Learning nonlinear turbulent dynamics from partial observations via analytically solvable conditional statistics
- Variational system identification for nonlinear state-space models
- Grid-based nonlinear estimation and its applications
- Ensemble smoothers for inference of hidden states and parameters in combinatorial regulatory model
- Bayesian filter for nonlinear systems with randomly delayed and lost measurements
- A novel particle filter for extended target tracking with random hypersurface model
- An adaptive hierarchical ensemble Kalman filter with reduced basis models
- Analysis of single particle diffusion with transient binding using particle filtering
- Probabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering: a new perspective
- Ensemble Transform Algorithms for Nonlinear Smoothing Problems
- Filtering via approximate Bayesian computation
- An improved framework for the dynamic likelihood filtering approach to data assimilation
- Compressed Monte Carlo with application in particle filtering
- Bayesian Filtering and Smoothing, 2nd ed.Simo Särkkä and Lennart Svensson, Cambridge, UK, Cambridge University Press, 2023, xxx + 406 pp., $44.99(P), ISBN 978-1-108-92664-5.
- Ensemble transport smoothing. I: Unified framework
- Efficiency analysis of a filtering algorithm for discrete-time linear stochastic systems with polynomial measurements
- Point process models for novelty detection on spatial point patterns and their extremes
- Bayesian Filtering and Smoothing
- Combined state and parameter estimation in level-set methods
- Exact inference for a class of hidden Markov models on general state spaces
- Hidden Markov models for stochastic thermodynamics
- A dynamic hierarchical Bayesian model for the estimation of day-to-day origin-destination flows in transportation networks
- Identification of Wiener state-space models utilizing Gaussian sum smoothing
- Assessing the effect of advertising expenditures upon sales: a Bayesian structural time series model
- State estimators for discrete-time descriptor linear systems with mixed uncertainties and state constraints
- A new method for evaluation of the Fisher information matrix for discrete mixed effect models using Monte Carlo sampling and adaptive Gaussian quadrature
- Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering
- Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter
- NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements
- Particle filters for random set models
- Hierarchical sparse observation models and informative prior for Bayesian inference of spatially varying parameters
- Unifying theory of quantum state estimation using past and future information
- On bias and its reduction via standardization in discretized electromagnetic source localization problems
- A causation-based computationally efficient strategy for deploying Lagrangian drifters to improve real-time state estimation
- Universal MATLAB‐based square‐root solutions in the family of continuous‐discrete Gaussian filters for state estimation in nonlinear stochastic dynamic systems
- Stochastic filtering methods in electronic trading
- The forecasting of menstruation based on a state-space modeling of basal body temperature time series
- Data based quantification of synchronization
- Continuous-discrete smoothing of diffusions
- Bayesian estimation and the Kalman filter
- Bayesian ODE solvers: the maximum a posteriori estimate
- Data assimilation: the Schrödinger perspective
- A state-space approach to time-varying reduced-rank regression
- A computationally efficient unscented Kalman smoother for ameliorated tracking of subatomic particles in high energy physics experiments
- Probing robustness of nonlinear filter stability numerically using sinkhorn divergence
- Stochastic satellite tracking with constrained budget via structured-chromosome genetic algorithms
- Unscented Kalman filter and smoothing applied to attitude estimation of artificial satellites
- A tensor network Kalman filter with an application in recursive MIMO Volterra system identification
- The Discriminative Kalman Filter for Bayesian Filtering with Nonlinear and Nongaussian Observation Models
- Complete offline tuning of the unscented Kalman filter
- General criteria for quantum state smoothing with necessary and sufficient criteria for linear Gaussian quantum systems
- Probabilistic control and majorisation of optimal control
- A dynamic count process
- Effectiveness of Bayesian filters: an information fusion perspective
- Fitting nonlinear ordinary differential equation models with random effects and unknown initial conditions using the stochastic approximation expectation-maximization (SAEM) algorithm
- Dynamic generalized extreme value modeling via particle filters
- Probabilistic line searches for stochastic optimization
- Application of the unscented Kalman filtering to parameter estimation
- Gaussian framework for nonlinear state estimation with stochastic event-trigger and packet losses
- Analysis of Markov jump processes under terminal constraints
- State estimation with limited sensors -- a deep learning based approach
- An information based approach to stochastic control problems
- Bayesian identification of nonseparable Hamiltonians with multiplicative noise using deep learning and reduced-order modeling
- Wearable data assimilation to estimate the circadian phase
- Approximate Bayesian Computation for Smoothing
- Implementing a Bayes filter in a neural circuit: the case of unknown stimulus dynamics
- Stability analysis of extended, cubature and unscented Kalman filters for estimating stiff continuous-discrete stochastic systems
- Efficiency analysis of polynomial filtering algorithms in navigation data processing for a class of nonlinear discrete dynamical systems
- Sequential Bayesian experimental design for estimation of extreme-event probability in stochastic input-to-response systems
- Analysis of a localised nonlinear ensemble Kalman Bucy filter with complete and accurate observations
- A novel particle filtering for nonlinear systems with multi-step randomly delayed measurements
- Robust Bayesian inference for moving horizon estimation
- Parameterizations for large-scale variational system identification using unconstrained optimization
- Bayesian spatio-temporal models for stream networks
- Online estimation methods for irregular autoregressive models
- A Kalman Filter Primer
- Point-mass filter: density specific grid design and implementation
- Ensemble MCMC: accelerating pseudo-marginal MCMC for state space models using the ensemble Kalman filter
- Using maximum cross section method for filtering jump-diffusion random processes
- Backward Importance Sampling for Online Estimation of State Space Models
- Inference via low-dimensional couplings
- Bayesian bounds for parameter estimation and nonlinear filtering/tracking
- SVD-based factored-form cubature Kalman filtering for continuous-time stochastic systems with discrete measurements
- Robust fixed-lag smoothing under model perturbations
- Inference for differential equation models using relaxation via dynamical systems
- Unscented summation information-weighted consensus filter for distributed sensor networks with incomplete information
- A reduced basis ensemble Kalman method
- A self-excited threshold autoregressive state-space model for menstrual cycles: forecasting menstruation and identifying within-cycle stages based on basal body temperature
- Using an autonomous underwater vehicle with onboard stochastic advection-diffusion models to map excursion sets of environmental variables
This page was built for publication: Bayesian filtering and smoothing
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2849820)
