works on
bayesian filtering 1model misspecification 1operator theory 1robustness 1stochastic processes 1

From the 1 of 2 linked papers with an AI index.

collaborators

2 papers

math.ST2026

An Operator-Theoretic Analysis of Nonlinear Filtering under Model Misspecification

Fabián González, Ömer Deniz Akyildiz, Dan Crisan +1

The paper analyzes how Bayesian nonlinear filters behave when the assumed model dynamics are misspecified, providing explicit error bounds that separate the impact of initial error…

stat.CO2025

Nudging state-space models for Bayesian filtering under misspecified dynamics

Fabian Gonzalez, O. Deniz Akyildiz, Dan Crisan +1

Nudging is a popular algorithmic strategy in numerical filtering to deal with the problem of inference in high-dimensional dynamical systems. We demonstrate in this paper that gene…