18 citations · 39 across the 16 of their papers we have counts for
8 papers · 1 filter
Parameter Estimation for the Truncated KdV Model through a Direct Filter Method
Hui Sun, Nick Moore, Feng Bao
In this work, we develop a computational method that to provide realtime detection for water bottom topography based on observations on surface measurements, and we design an inver…
Convergence Analysis for Training Stochastic Neural Networks via Stochastic Gradient Descent
Richard Archibald, Feng Bao, Yanzhao Cao +1
In this paper, we carry out numerical analysis to prove convergence of a novel sample-wise back-propagation method for training a class of stochastic neural networks (SNNs). The st…
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…
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…
Backward SDE Filter for Jump Diffusion Processes and Its Applications in Material Sciences
Richard Archibald, Feng Bao, Peter Maksymovych
The connection between forward backward doubly stochastic differential equations and the optimal filtering problem is established without using the Zakai's equation. The solutions…
An Efficient Meshfreee Implicit Filter for Nonlinear Filtering Problems
Feng Bao, Yanzhao Cao, Clayton Webster +1
In this paper, we propose a meshfree approximation method for the implicit filter developed in [2], which is a novel numerical algorithm for nonlinear filtering problems. The impli…