A guided-proposal framework for filtering, smoothing, and parameter estimation for infinite-dimensional diffusions, with closed-form guiding scores and a proof-of-concept on the stochastic Amari equation.
Parameter estimation for semilinear spdes from local measurements.Bernoulli, 29(3):2035–2061, 2023
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Guided filtering and smoothing for infinite-dimensional diffusions
A guided-proposal framework for filtering, smoothing, and parameter estimation for infinite-dimensional diffusions, with closed-form guiding scores and a proof-of-concept on the stochastic Amari equation.