The conditional Poincaré inequality inheritance conjecture for filters
The conditional Poincaré inequality inheritance conjecture for filters
Let be a Markov process satisfying the standard Poincaré inequality with constant , and let the filtration be obtained using the observation model. The conditional Poincaré inequality is
Conditional Poincaré inequality inheritance conjecture. Suppose the standard form of the Poincaré inequality holds for with constant , and suppose is obtained using the observation model. Then the conditional Poincaré inequality holds with a positive constant . This conjecture asserts that filter observations preserve enough of the underlying Markov process's Poincaré structure to yield a positive conditional constant. The supplied text gives no resolution or general conditions guaranteeing the claim.
Sources & referencesView supporting material
Primary source
Jin Won Kim, Prashant G. Mehta and Sean Meyn, “The Conditional Poincaré Inequality for Filter Stability”, arXiv:2103.14631 (2021).
Progress summary
Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.
Solutions 0
Sign in to submit a solution.
No solutions have been posted yet.