activity
20142022
most citedOn the Stability of Kalman-Bucy Diffusion Processes

46 citations · 284 across the 22 of their papers we have counts for

collaborators

22 papers

cs.NE2022★ 1 cited

Universal Time-Uniform Trajectory Approximation for Random Dynamical Systems with Recurrent Neural Networks

Adrian N. Bishop

The capability of recurrent neural networks to approximate trajectories of a random dynamical system, with random inputs, on non-compact domains, and over an indefinite or infinite…

stat.ML2022★ 1 cited

Recurrent Neural Networks and Universal Approximation of Bayesian Filters

Adrian N. Bishop, Edwin V. Bonilla

We consider the Bayesian optimal filtering problem: i.e. estimating some conditional statistics of a latent time-series signal from an observation sequence. Classical approaches of…

cs.SI2021

Modeling and Detecting Communities in Node Attributed Networks

Ren Ren, Jinliang Shao, Adrian N. Bishop +1

As a fundamental structure in real-world networks, in addition to graph topology, communities can also be reflected by abundant node attributes. In attributed community detection,…

math.ST2020★ 19 cited

On the Mathematical Theory of Ensemble (Linear-Gaussian) Kalman-Bucy Filtering

Adrian N. Bishop, Pierre Del Moral

The purpose of this review is to present a comprehensive overview of the theory of ensemble Kalman-Bucy filtering for continuous-time, linear-Gaussian signal and observation models…

math.PR2019★ 3 cited

Backward Nonlinear Smoothing Diffusions

Brian D. O. Anderson, Adrian N. Bishop, Pierre Del Moral +1

We present a backward diffusion flow (i.e. a backward-in-time stochastic differential equation) whose marginal distribution at any (earlier) time is equal to the smoothing distribu…

math.OC2019★ 5 cited

A Multilevel Approach for Stochastic Nonlinear Optimal Control

Ajay Jasra, Jeremy Heng, Yaxian Xu +1

We consider a class of finite time horizon nonlinear stochastic optimal control problem, where the control acts additively on the dynamics and the control cost is quadratic. This f…