2 papers
math.ST2026
An Operator-Theoretic Analysis of Nonlinear Filtering under Model Misspecification
Fabián González, Ömer Deniz Akyildiz, Dan Crisan +1
We study Bayesian filtering under misspecified model dynamics. The optimal filter is governed by predictive operators associated with the true dynamics, while…
stat.CO2024
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…