By Jochen Voss, on
Recently we submitted a book chapter for the upcoming Oxford Handbook of Nonlinear Filtering:
M. Hairer, A.M. Stuart and J. Voss:
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.
This is an excerpt from Jochen's blog.
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