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20082026
most citedStochastic filtering via L2 projection on mixture manifolds with computer algorithms and numerical examples

26 citations · 157 across the 57 of their papers we have counts for

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Showing 2011 · math.PRShow all

1 paper · 2 filters

math.PR2011★ 7 cited

The direct L2 geometric structure on a manifold of probability densities with applications to Filtering

Damiano Brigo

In this paper we introduce a projection method for the space of probability distributions based on the differential geometric approach to statistics. This method is based on a dire…