2 papers
stat.ME2026
Sequential Bayesian parameter-state estimation in dynamical systems with noisy and incomplete observations via a variational framework
Liliang Wang, Alex Gorodetsky
Online joint estimation of a dynamical model's unknown parameters and states with uncertainty quantification is crucial in many applications. For example, digital twins dynamically…
math.ST2025
A global Lipschitz stability perspective for understanding approximate approaches in Bayesian sequential learning
Liliang Wang, Alex A. Gorodetsky
We establish a general, non-asymptotic error analysis framework for understanding the effects of incremental approximations made by practical approaches for Bayesian sequential lea…