research
∙
11/25/2020
L2 convergence of smooth approximations of Stochastic Differential Equations with unbounded coefficients
The aim of this paper is to obtain convergence in mean in the uniform to...
share
research
∙
07/24/2020
McKean-Vlasov SDEs in nonlinear filtering
Various particle filters have been proposed over the last couple of deca...
research
∙
03/01/2019
Discrete gradients for computational Bayesian inference
In this paper, we exploit the gradient flow structure of continuous-time...
research
∙
01/18/2019
Algorithms for high-dimensional non-linear filtering and smoothing problems
Several numerical tools designed to overcome the challenges of smoothing...
research
∙
07/24/2018
