The diffusion kernel filter

DOI10.1007/S10955-008-9673-1MaRDI QIDQ1016080zbMATH OpenOpenAlexFDO

Authors Paul J. Krause

Publication date 4 May 2009

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10955-008-9673-1

zbMATH Keywords

data assimilationdiffusion kernel filterfilteringparticle filterspredictionsensitivity analysis

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inference from stochastic processes and prediction (62M20) Monte Carlo methods (65C05) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20)

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Cites work

• scientific article; zbMATH DE number 54145 (Why is no real title available?)
• scientific article; zbMATH DE number 1358322 (Why is no real title available?)
• Optimal prediction with memory
• Perturbation theory for linear operators.
• Sampling the posterior: an approach to non-Gaussian data assimilation
• Stochastic processes and filtering theory
• Stochastic tools in mathematics and science.
• Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

Cited in

(6)

• Kernel learning backward SDE filter for data assimilation
• Kalman filter parameter estimation for a nonlinear diffusion model of epithelial cell migration using stochastic collocation and the Karhunen-Loeve expansion
• Uniqueness of the Gaussian Kernel for Scale-Space Filtering
• Nonlinear continuous-discrete filtering using kernel density estimatesand functional integrals
• Autocorrelation-Driven Diffusion Filtering
• Perron–Frobenius Operator Filter for Stochastic Dynamical Systems

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