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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