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20202024
most citedA Backward SDE Method for Uncertainty Quantification in Deep Learning

1 citations · 1 across the 5 of their papers we have counts for

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math.NA2022

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…

math.NA2022

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…