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Showing 2023 · math.PRShow all
2 papers · 2 filters
math.PR2023★ 8 cited
Approximate filtering via discrete dual processes
Guillaume Kon Kam King, Andrea Pandolfi, Marco Piretto +1
We consider the task of filtering a dynamic parameter evolving as a diffusion process, given data collected at discrete times from a likelihood which is conjugate to the marginal l…
math.PR2023★ 1 cited
Regularity of the time constant for last passage percolation on complete directed acyclic graphs
Benjamin Terlat
We study the time constant of last passage percolation on the complete directed acyclic graph on the set of non-negative integers, where edges have i.i.d. weights with distr…