28 citations · 49 across the 12 of their papers we have counts for
4 papers · 1 filter
Connections between sequential Bayesian inference and evolutionary dynamics
Sahani Pathiraja, Philipp Wacker
It has long been posited that there is a connection between the dynamical equations describing evolutionary processes in biology and sequential Bayesian learning methods. This manu…
Analysis of the feedback particle filter with diffusion map based approximation of the gain
Sahani Pathiraja, Wilhelm Stannat
Control-type particle filters have been receiving increasing attention over the last decade as a means of obtaining sample based approximations to the sequential Bayesian filtering…
L2 convergence of smooth approximations of Stochastic Differential Equations with unbounded coefficients
Sahani Pathiraja
The aim of this paper is to obtain convergence in mean in the uniform topology of piecewise linear approximations of Stochastic Differential Equations (SDEs) with drift and $…
Perturbations and projections of Kalman-Bucy semigroups
Adrian N. Bishop, Pierre Del Moral, Sahani D. Pathiraja
We analyse various perturbations and projections of Kalman-Bucy semigroups and Riccati equations. For example, covariance inflation-type perturbations and localisation methods (pro…