4 problems
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Canonical MambaZero implementation conjecture for add-beta estimation of binary order-k Markov chains
Let and consider the binary order- Markov setting. Let the canonical model have state dimension , number of state channels , expansion dimension…
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Uniform-in-time bounds for particle filters and maximum likelihood under slowly vanishing variance
Let denote the parameter process in the self-organizing state-space model, and let be the time-dependent constants appearing in Corollary 2, Theorem 2 and Theorem…
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Uniform-in-time particle-filter bounds for slowly vanishing parameter dynamics
Consider the state-space model and particle approximations and of Corollary 2, with const…
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Conjecture on covariance underestimation in Kalman filtering with heavy-tailed state noise
The paper considers linear state-space models with Gaussian measurement noise and state-equation noises whose components have alpha-stable distributions with parameters alpha and b…