Multidimensional projection filters via automatic differentiation and sparse-grid integration

Mathematics

• Projection 100%
• Automatic Differentiation 100%
• Number 33%
• Approximation 33%
• Gaussian 33%
• Manifold 33%
• Statistics 16%
• Numerical Integration 16%
• Algorithm 16%
• Calculate 16%
• Bootstrapping 16%
• Parametric 16%
• Filtering Problem 16%
• Stochastic Partial Differential Equation 16%
• Stochastic Differential Equation 16%
• Exponential Family 16%
• probability density ρ 16%
• Expected Value 16%

Computer Science

• Projection Filter 100%
• Filtering 66%
• Algorithms 50%
• Particle Filter 33%
• Application 16%
• Statistics 16%
• Approximation (Algorithm) 16%
• Gaussian Approximation 16%
• Partial Differential Equation 16%
• Probability Density 16%
• Numerical Integration 16%
• Stochastic Differential 16%
• Application Filtering 16%

Physics

• Particle 33%
• Approximation 33%
• Algorithms 33%
• Value 16%
• Differences 16%
• Probability Theory 16%
• Dimensions 16%
• Operators (Mathematics) 16%
• Quadrature 16%