Filtering with State-Observation Examples via Kernel Monte Carlo Filter

DOI10.1162/NECO_a_00806zbMath1418.62361arXiv1312.4664WikidataQ40225681 ScholiaQ40225681MaRDI QIDQ5380397

Yu Nishiyama, Motonobu Kanagawa, Kenji Fukumizu, Arthur Gretton

Publication date: 4 June 2019

Published in: Neural Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.4664

zbMATH Keywords

filtering; state-space model

Mathematics Subject Classification ID

62H11: Directional data; spatial statistics

62M20: Inference from stochastic processes and prediction

62P35: Applications of statistics to physics

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Unnamed Item, Model-based kernel sum rule: kernel Bayesian inference with probabilistic models, Convergence analysis of deterministic kernel-based quadrature rules in misspecified settings

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