Measure transport with kernel mean embeddings

L Wang, N Nüsken - arxiv preprint arxiv:2401.12967, 2024 - arxiv.org
Kalman filters constitute a scalable and robust methodology for approximate Bayesian
inference, matching first and second order moments of the target posterior. To improve the …

[HTML][HTML] An Iteratively Reweighted Importance Kernel Bayesian Filtering Approach for High-Dimensional Data Processing

X Liu - Mathematics, 2024 - mdpi.com
This paper proposes an iteratively re-weighted importance kernel Bayes filter (IRe-KBF)
method for handling high-dimensional or complex data in Bayesian filtering problems. This …