Neural Particle Filter and Beyond

Simone Surace, University of Zürich, ETH Zürich and University of Bern, Switzerland - 11:00

Perception can be seen as unconscious inference in a dynamically changing environment and formalized as nonlinear Bayesian filtering. A heuristic…

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A duality formulation for filter stability

Jin Won Kim, University of Illinois at Urbana-Champaign, USA online via Zoom, pls contact Wilhelm Stannat if you would like to join16:15

In this talk, I revisit the problem of filter stability based on certain dual optimal control-type reformulations of the nonlinear filtering problem.

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On the duality for nonlinear filtering

Jin W. Kim, University of Illinois at Urbana-Champaign, USA Campus Golm, Building 9, Room 2.2210:00 - 11:30

In this talk, I will present the dual control system for the hidden Markov model (HMM). This is a direct extension of classical duality between…

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Stochastic Modelling with few Parameters

Philipp Meyer, UFS Data-centric Sciences, University of Potsdam Campus Golm, Building 9, Room 0.1210:15-11:15

Simple stochastic models can describe the fluctuations of a time series. A good way to get a first impression of the data is to look at the mean…

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Hurst index estimation for SPDEs

Pavel Kriz, Charles University HU Berlin (Rudower Chaussee 25, room: 3.008)13:15 - 17:45

Hurst index determines regularity, self-similarity and autocovariance structure of a fractional Brownian motion (fBm). Although there is a vast…

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