research
∙
04/16/2022
Nested smoothing algorithms for inference and tracking of heterogeneous multi-scale state-space systems
Multi-scale problems, where variables of interest evolve in different ti...
share
research
∙
03/23/2021
Nested Gaussian filters for recursive Bayesian inference and nonlinear tracking in state space models
We introduce a new sequential methodology to calibrate the fixed paramet...
research
∙
08/11/2017
