1 citations · 1 across the 2 of their papers we have counts for
2 papers
stat.ME2026★ 1 cited
Gradient-based filtering under misspecification: Stability and error bounds
Simon Donker van Heel, Rutger-Jan Lange, Bram van Os +1
Can stochastic gradient methods track a moving target? We study the problem of tracking multidimensional time-varying parameters under noisy observations and possible model misspec…
stat.ME2026
Exponentially weighted estimands and the exponential family: Filtering, prediction and smoothing
Simon Donker van Heel, Neil Shephard
We propose using a discounted version of a convex combination of the log-likelihood with the corresponding expected log-likelihood such that when they are maximized they yield a fi…