New Book Chapter

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Recently we submitted a book chapter for the upcoming Oxford Handbook of Nonlinear Filtering:

, and : Signal Processing Problems on Function Space: Bayesian Formulation, Stochastic PDEs and Effective MCMC Methods. Pages 833–873 in The Oxford Handbook of Nonlinear Filtering, Dan Crisan and Boris Rozovsky (editors), Oxford University Press, 2011.
link, preprint:pdf, more…

This is an excerpt from Jochen's blog.
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