Statistical Accuracy of Approximate Filtering Methods

MaRDI QIDQ6520122arXivFDO

Authors J. A. Carrillo, Franca Hoffmann, A. M. Stuart

Mathematics Subject Classification ID

Bayesian inference (62F15) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic particle methods (65C35) The dynamics of infinite particle systems (70F45)

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