math.NA cs.NA math.PR stat.CO stat.ML 60G25, 60G35, 62F15, 62G07, 62M20, 65C30, 65M75, 68T07
A convergent scheme for the Bayesian filtering problem based on the Fokker--Planck equation and deep splitting
Kasper Bågmark Adam Andersson Stig Larsson Filip Rydin