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math.ST2019
Double Bayesian Smoothing as Message Passing
Pasquale Di Viesti, Giorgio M. Vitetta, Emilio Sirignano
Recently, a novel method for developing filtering algorithms, based on the interconnection of two Bayesian filters and called double Bayesian filtering, has been proposed. In this…
math.ST2019
Multiple Bayesian Filtering as Message Passing
Giorgio M. Vitetta, Pasquale Di Viesti, Emilio Sirignano +1
In this manuscript, a general method for deriving filtering algorithms that involve a network of interconnected Bayesian filters is proposed. This method is based on the idea that…