2 papers
stat.ME2026
On a class of constrained Bayesian filters and their numerical implementation in high-dimensional state-space Markov models
Utku Erdogan, Gabriel J. Lord, Joaquin Miguez
Bayesian filtering is a key tool in many problems that involve the online processing of data, including data assimilation, optimal control, nonlinear tracking and others. Unfortuna…
stat.CO2025
Nested importance sampling for Bayesian inference: error bounds and the role of dimension
Fabián González, VÃctor Elvira, JoaquÃn Miguez
Many Bayesian inference problems involve high dimensional models for which only a subset of the model variables are of actual interest. All other variables are just nuisance parame…