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Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems.
Adrian N. Bishop
Pierre Del Moral
Published in:
SIAM/ASA J. Uncertain. Quantification (2023)
Keyphrases
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set valued
stochastic systems
model validation
filtering algorithm
variational inequalities
dominance relation
machine learning
confidence intervals
sample path
conservation laws
objective function
probability distribution
maximum likelihood
stochastic models