A convergent deep splitting scheme approximates the nonlinear filtering density via Fokker-Planck prediction and exact Bayesian update, with sampling to address high dimensions.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.NA 1years
2024 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
A convergent scheme for the Bayesian filtering problem based on the Fokker--Planck equation and deep splitting
A convergent deep splitting scheme approximates the nonlinear filtering density via Fokker-Planck prediction and exact Bayesian update, with sampling to address high dimensions.