Variational Gaussian approximation of the Kushner optimal filter (Q6138144)

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scientific article; zbMATH DE number 7789216
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Variational Gaussian approximation of the Kushner optimal filter
scientific article; zbMATH DE number 7789216

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    Variational Gaussian approximation of the Kushner optimal filter (English)
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    16 January 2024
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    filtering
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    variational inference
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    information geometry
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    optimal transport
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