Grid methods for Bayes-optimal continuous-discrete filtering and utilizing a functional tensor train representation
DOI10.1080/17415977.2020.1862109zbMath1469.65144OpenAlexW3119822608MaRDI QIDQ5152273
Malcolm E. K. Morrison, Timothy C. A. Molteno, Sergey V. Dolgov, Colin D. Fox
Publication date: 17 September 2021
Published in: Inverse Problems in Science and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17415977.2020.1862109
dynamical systemfilteringnumerical solution of partial differential equationstensor trainBayesian sequential inference
Inference from stochastic processes and prediction (62M20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) Numerical linear algebra (65F99)
Uses Software
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