9 citations · 11 across the 4 of their papers we have counts for
Showing 2019Show all
2 papers · 1 filter
math.OC2019
Asymptotically exact unweighted particle filter for manifold-valued hidden states and point process observations
Simone Carlo Surace, Anna Kutschireiter, Jean-Pascal Pfister
The filtering of a Markov diffusion process on a manifold from counting process observations leads to `large' changes in the conditional distribution upon an observed event, corres…
stat.ME2019
The Hitchhiker's Guide to Nonlinear Filtering
Anna Kutschireiter, Simone Carlo Surace, Jean-Pascal Pfister
Nonlinear filtering is the problem of online estimation of a dynamic hidden variable from incoming data and has vast applications in different fields, ranging from engineering, mac…