7 citations · 11 across the 9 of their papers we have counts for
9 papers
A Score-based Nonlinear Filter for Data Assimilation
Feng Bao, Zezhong Zhang, Guannan Zhang
We introduce a score-based generative sampling method for solving the nonlinear filtering problem with robust accuracy. A major drawback of existing nonlinear filtering methods, e.…
A PDE-based Adaptive Kernel Method for Solving Optimal Filtering Problems
Zezhong Zhang, Richard Archibald, Feng Bao
In this paper, we introduce an adaptive kernel method for solving the optimal filtering problem. The computational framework that we adopt is the Bayesian filter, in which we recur…
A Kernel Learning Method for Backward SDE Filter
Richard Archibald, Feng Bao
In this paper, we develop a kernel learning backward SDE filter method to estimate the state of a stochastic dynamical system based on its partial noisy observations. A system of f…
A Drift Homotopy Implicit Particle Filter Method for Nonlinear Filtering problems
Xin Li, Feng Bao, Kyle Gallivan
In this paper, we develop a drift homotopy implicit particle filter method. The methodology of our approach is to adopt the concept of drift homotopy in the resampling procedure of…
Meshfree Approximation for Stochastic Optimal Control Problems
Hui Sun, Feng Bao
In this work, we study the gradient projection method for solving a class of stochastic control problems by using a mesh free approximation approach to implement spatial dimension…
Solving Backward Doubly Stochastic Differential Equations through Splitting Schemes
Feng Bao, Yanzhao Cao, He Zhang
A splitting scheme for backward doubly stochastic differential equations is proposed. The main idea is to decompose a backward doubly stochastic differential equation into a backwa…