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Sequential Discretization Schemes for a Class of Stochastic Differential Equations and their Application to Bayesian Filtering.

Ömer Deniz AkyildizDan CrisanJoaquín Míguez
Published in: SIAM J. Numer. Anal. (2024)
Keyphrases
  • bayesian filtering
  • higher order
  • object recognition
  • graphical models
  • bayesian framework