ConferenceĀ Proceedings

Computational Doob’s h-transforms for Online Filtering of Discretely Observed Diffusions

Year
2023
Authors
FULOP Andras, HENG Jeremy, CHOPIN Nicolas, THIERY Alexandre H.
CHOPIN, N., FULOP, A., HENG, J. et THIERY, A.H. (2023). Computational Doob’s h-transforms for Online Filtering of Discretely Observed Diffusions. Dans: Fortieth International Conference on Machine Learning. Honolulu.