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cond-mat.stat-mech2022
Learning stochastic filtering
Rahul O. Ramakrishnan, Andrea Auconi, Benjamin M. Friedrich
We quantify the performance of approximations to stochastic filtering by the Kullback-Leibler divergence to the optimal Bayesian filter. Using a two-state Markov process that drive…
cond-mat.stat-mech2021
Asymmetry in repeated isotropic rotations
Malte Schröder, Marc Timme
Random operators constitute fundamental building blocks of models of complex systems yet are far from fully understood. Here, we explain an asymmetry emerging upon repeating identi…