Stochastic filtering via L2 projection on mixture manifolds with computer algorithms and numerical examples

Finite Dimensional Families of Probability Distributions, Exponential Families, Mixture Families, Hellinger distance, Fisher information metric, Direct L2 metric, Stochastic filtering

Data and Resources

Additional Info

Field Value
Source https://hal.science/hal-00801246
Author Armstrong, John, Brigo, Damiano
Maintainer CCSD
Last Updated May 12, 2026, 15:14 (UTC)
Created May 12, 2026, 15:14 (UTC)
Identifier hal-00801246
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Department of Mathematics [Imperial College London] ; Imperial College London
creator Armstrong, John
date 2013-03-15T00:00:00
harvest_object_id f7ee6489-4ee8-4f5d-81db-19a2b41e44a5
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2024-04-04T00:00:00
set_spec type:REPORT