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stat.CO2026
Smoothness and other hyperparameter estimation for inverse problems related to data assimilation
Baptiste Simandoux, Nikolas Kantas, Dan Crisan
We consider Bayesian inverse problems arising in data assimilation for dynamical systems governed by partial and stochastic partial differential equations. The space-time dependent…
stat.CO2026
Particle Filtering for a Class of State-Space Models with Low and Degenerate Observational Noise
Abylay Zhumekenov, Alexandros Beskos, Dan Crisan +2
We consider the discrete-time filtering problem in scenarios where the observation noise is low or degenerate. We focus on the case where the observation equation is a linear funct…