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11/15/2022
Universal Time-Uniform Trajectory Approximation for Random Dynamical Systems with Recurrent Neural Networks
The capability of recurrent neural networks to approximate trajectories ...
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11/01/2022
Recurrent Neural Networks and Universal Approximation of Bayesian Filters
We consider the Bayesian optimal filtering problem: i.e. estimating some...
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06/16/2020
On the Mathematical Theory of Ensemble (Linear-Gaussian) Kalman-Bucy Filtering
The purpose of this review is to present a comprehensive overview of the...
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08/28/2017