An Optimal Transport Formulation of Bayes’ Law for Nonlinear Filtering Algorithms
Author:
Affiliation:
1. University of Washington,Department of Aeronautics & Astronautics,Seattle
2. University of Washington,Department of Applied Mathematics,Seattle
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/9992315/9992317/09992776.pdf?arnumber=9992776
Reference40 articles.
1. Bayesian inference with optimal maps
2. An optimal transport formulation of the linear feedback particle filter
3. A tutorial on particle filtering and smoothing: Fifteen years later;doucet;Handbook of Nonlinear Filtering,2009
4. Gradient flows in uncertainty propagation and filtering of linear Gaussian systems
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