On dimension reduction in Gaussian filters
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Publication:2806026
DOI10.1088/0266-5611/32/4/045003zbMath1361.65036arXiv1508.06452WikidataQ58650089 ScholiaQ58650089MaRDI QIDQ2806026
Janne Hakkarainen, Antti Solonen, Youssef M. Marzouk, Tiangang Cui
Publication date: 13 May 2016
Published in: Inverse Problems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1508.06452
62M20: Inference from stochastic processes and prediction
62F15: Bayesian inference
65J22: Numerical solution to inverse problems in abstract spaces
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