An energy-based deep splitting method for the nonlinear filtering problem. - Kasper Bågmark; Adam Andersson; Stig Larsson 001 (CoRR, 2022)

A convergent scheme for the Bayesian filtering problem based on the Fokker-Planck equation and deep splitting. - Kasper Bågmark; Adam Andersson; Stig Larsson 001; Filip Rydin (CoRR, 2024)