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Showing 1 to 1 of 1 for “"statistical model Mis-specification"”.

  1. Towards robust inference for Bayesian filtering of linear Gaussian dynamical systems subject to additive change

    State space models enjoy wide popularity in mathematical and statistical modelling across disciplines and research fields. Frequent solutions to problems of estimation and forecasting of a latent signal such as the celebrated Kalman filter hereby rely on a set of strong assumptions such as …

    potsdam-thes Repository record for Towards robust inference for Bayesian filtering of linear Gaussian dynamical systems subject to additive change (opens in a new tab)