OpenAlex | An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations

An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations

Work

Year: 2022

Type: article

Abstract: The filtering equations govern the evolution of the conditional distribution of a signal process given partial, and possibly noisy, observations arriving sequentially in time. Their numerical approxi... more

Source: Stochastic Partial Differential Equations Analysis and Computations

Authors Dan Crisan, Alexander Lobbe, Salvador Ortiz-Latorre

Institutions Imperial College London, University of Oslo

Cites: 23

Cited by: 3

Related to: 10

FWCI: 0.511

Citation percentile (by year/subfield): 58.49

Topic: Probabilistic and Robust Engineering Design

Subfield: Statistics, Probability and Uncertainty

Field: Decision Sciences

Domain: Social Sciences

Sustainable Development Goal Responsible consumption and production

Open Access status: hybrid

APC paid (est): $2,890