Bayesian filtering and smoothing
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(only showing first 100 items - show all)- Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter
- Stability analysis of extended, cubature and unscented Kalman filters for estimating stiff continuous-discrete stochastic systems
- A new method for evaluation of the Fisher information matrix for discrete mixed effect models using Monte Carlo sampling and adaptive Gaussian quadrature
- Point process models for novelty detection on spatial point patterns and their extremes
- Inference for differential equation models using relaxation via dynamical systems
- A tensor network Kalman filter with an application in recursive MIMO Volterra system identification
- Effectiveness of Bayesian filters: an information fusion perspective
- Online natural gradient as a Kalman filter
- Gaussian functional regression for linear partial differential equations
- Bayesian estimation and the Kalman filter
- 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
- Ensemble smoothers for inference of hidden states and parameters in combinatorial regulatory model
- Itô-Taylor-based square-root unscented Kalman filtering methods for state estimation in nonlinear continuous-discrete stochastic systems
- Parallel probabilistic graphical model approach for nonparametric Bayesian inference
- Correlation integral likelihood for stochastic differential equations
- A dynamic hierarchical Bayesian model for the estimation of day-to-day origin-destination flows in transportation networks
- NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements
- An information based approach to stochastic control problems
- Variational Bayesian adaptation of process noise covariance matrix in Kalman filtering
- Analysis of Markov jump processes under terminal constraints
- Exact inference for a class of hidden Markov models on general state spaces
- Bayesian ODE solvers: the maximum a posteriori estimate
- Deep state-space Gaussian processes
- Dimension reduction in recurrent networks by canonicalization
- Kernel-based prediction of non-Markovian time series
- Implicit particle filtering \textit{via} a bank of nonlinear Kalman filters
- A stochastic metapopulation state-space approach to modeling and estimating COVID-19 spread
- Variational system identification for nonlinear state-space models
- Compressed Monte Carlo with application in particle filtering
- Hierarchical sparse observation models and informative prior for Bayesian inference of spatially varying parameters
- Learning nonlinear turbulent dynamics from partial observations via analytically solvable conditional statistics
- State estimation with limited sensors -- a deep learning based approach
- A novel particle filter for extended target tracking with random hypersurface model
- Sequential Bayesian experimental design for estimation of extreme-event probability in stochastic input-to-response systems
- Overall hyperbolic-singular-value-decomposition-based square-root solutions in Kalman filters with deterministically sampled mean and covariance for state estimation in continuous-discrete nonlinear stochastic systems
- Co-existence of trend and value in financial markets: estimating an extended Chiarella model
- Using maximum cross section method for filtering jump-diffusion random processes
- Asymptotic properties of linear filter for deterministic processes
- SVD-based factored-form cubature Kalman filtering for continuous-time stochastic systems with discrete measurements
- Convergence rates of Gaussian ODE filters
- A new efficient parameter estimation algorithm for high-dimensional complex nonlinear turbulent dynamical systems with partial observations
- Combined state and parameter estimation in level-set methods
- Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering
- Continuous-discrete smoothing of diffusions
- Unifying theory of quantum state estimation using past and future information
- A novel particle filtering for nonlinear systems with multi-step randomly delayed measurements
- Copula particle filters
- Bayesian filter for nonlinear systems with randomly delayed and lost measurements
- Global sensitivity analysis for the design of nonlinear identification experiments
- Probabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering: a new perspective
- Unscented Kalman filter and smoothing applied to attitude estimation of artificial satellites
- A probabilistic model for the numerical solution of initial value problems
- Zero-inflated regime-switching stochastic differential equation models for highly unbalanced multivariate, multi-subject time-series data
- A modified variational Bayesian noise adaptive Kalman filter
- Complete offline tuning of the unscented Kalman filter
- Efficiency analysis of a filtering algorithm for discrete-time linear stochastic systems with polynomial measurements
- Markov chain Monte Carlo based adaptive Rauch-Tung-Striebel smoother
- A pseudo-marginal sequential Monte Carlo online smoothing algorithm
- Robust fixed-lag smoothing under model perturbations
- Discriminative Bayesian filtering lends momentum to the stochastic Newton method for minimizing log-convex functions
- Fast and precise inference on diffusivity in interacting particle systems
- Functional regression for state prediction using linear PDE models and observations
- Particle filters for random set models
- Grid-based nonlinear estimation and its applications
- On Stability of a Class of Filters for Nonlinear Stochastic Systems
- Bayesian bounds for parameter estimation and nonlinear filtering/tracking
- Application of the unscented Kalman filtering to parameter estimation
- Variational Bayesian Filtering
- The cardiovascular system: mathematical modelling, numerical algorithms and clinical applications
- Inference via low-dimensional couplings
- Stochastic filtering methods in electronic trading
- Probabilistic line searches for stochastic optimization
- Dynamic generalized extreme value modeling via particle filters
- Identifiability and consistent estimation of nonparametric translation hidden Markov models with general state space
- Duality for a class of continuous-time reversible Markov models
- Time-varying forecasts by variational approximation of sequential Bayesian inference
- Learning in volatile environments with the Bayes factor surprise
- Bayesian inference of state space models. Kalman filtering and beyond
- Point-mass filter: density specific grid design and implementation
- Making Recursive Bayesian Inference Accessible
- Alternating Linear Scheme in a Bayesian Framework for Low-Rank Tensor Approximation
- Analysis of nonlinear state space model with dependent measurement noises
- Monocular indoor localization techniques for smartphones
- Analysis of a localised nonlinear ensemble Kalman Bucy filter with complete and accurate observations
- The Discriminative Kalman Filter for Bayesian Filtering with Nonlinear and Nongaussian Observation Models
- A practical example for the non-linear Bayesian filtering of model parameters
- Hidden Markov models for stochastic thermodynamics
- A Kalman Filter Primer
- Bayesian probabilistic numerical methods in time-dependent state estimation for industrial hydrocyclone equipment
- Ensemble Transform Algorithms for Nonlinear Smoothing Problems
- Polynomial processes for power prices
- Data assimilation: the Schrödinger perspective
- Model-based diagnosis with probabilistic models
- Unscented summation information-weighted consensus filter for distributed sensor networks with incomplete information
- Optimization viewpoint on Kalman smoothing with applications to robust and sparse estimation
- Implementing a Bayes filter in a neural circuit: the case of unknown stimulus dynamics
- Approximate Bayesian Computation for Smoothing
- A state-space approach to time-varying reduced-rank regression
- Bayesian Filtering and Smoothing
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