Searched for: author%3A%22Brus%2C+Dani%C3%ABl%22
(1 - 1 of 1)
Brus, Daniël (author)
In many fields we are interested in inference for a complex stochastic process given limited observations regarding its state over time. This thesis therefore introduces an expectation propagation approach to backward filtering forward guiding for high-dimensional finite-state space models. The backward filtering forward guiding method is first...
master thesis 2023