Information Geometric Nonlinear Filtering
组织者
演讲者
孙泽钜
时间
2023年02月07日 21:00 至 21:30
地点
Online
摘要
In this talk, we will discuss the paper entitled "Information Geometric Nonlinear Filtering" by N. J. Newton. In this paper, the author develops information geometric representations for nonlinear filters in continuous time. We will first review some basic concepts from the area of information geometry, such as statistical manifolds. Then, the nonlinear filtering problem is stated in the format of information geometry. Finally, the formulation of the Assumed Density Filter will be given as an application of this representation.