The Rank-Reduced Kalman Filter: Approximate Dynamical-Low-Rank Filtering
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The Rank-Reduced Kalman Filter: Approximate Dynamical-Low-Rank Filtering In High Dimensions

13 June 2023

Jonathan Schmidt

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Papers citing "The Rank-Reduced Kalman Filter: Approximate Dynamical-Low-Rank Filtering In High Dimensions"

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Title
Computation-Aware Kalman Filtering and Smoothing Marvin Pfortner Jonathan Wenger Jon Cockayne Philipp Hennig 123 4 0 13 Mar 2025
Fenrir: Physics-Enhanced Regression for Initial Value Problems Filip Tronarp Nathanael Bosch Philipp Hennig 75 13 0 02 Feb 2022
Spatio-Temporal Variational Gaussian Processes Oliver Hamelijnck William J. Wilkinson Niki A. Loppi Arno Solin Theodoros Damoulas AI4TS 62 35 0 02 Nov 2021
Combining Pseudo-Point and State Space Approximations for Sum-Separable Gaussian Processes Will Tebbutt Arno Solin Richard Turner 49 8 0 18 Jun 2021
Doubly Sparse Variational Gaussian Processes Vincent Adam Stefanos Eleftheriadis N. Durrande A. Artemev J. Hensman 66 26 0 15 Jan 2020
Efficient Spatio-Temporal Gaussian Regression via Kalman Filtering M. Todescato Andrea Carron R. Carli G. Pillonetto Luca Schenato 39 26 0 03 May 2017
Gaussian Processes for Big Data J. Hensman Nicolò Fusi Neil D. Lawrence GP 110 1,237 0 26 Sep 2013