A convergent scheme for the Bayesian filtering problem based on the Fokker--Planck equation and deep splitting

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bågmark, Kasper, Andersson, Adam, Larsson, Stig, Rydin, Filip
Format:	Preprint
Published:	2024
Subjects:	Numerical Analysis Probability Computation Machine Learning 60G25, 60G35, 62F15, 62G07, 62M20, 65C30, 65M75, 68T07
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2409.14585