Journal articles

  • An energy-based deep splitting method for the nonlinear filtering problem (2023). K. Bågmark, A. Andersson, S. Larsson. Partial Differential Equations and Applications (PDEA).
    DOI · PDF

Preprints

  • High-dimensional Bayesian filtering through deep density approximation (2025). K. Bågmark, F. Rydin. arXiv.
    DOI · PDF · Code

  • Nonlinear filtering based on density approximation and deep BSDE prediction (2025). K. Bågmark, A. Andersson, S. Larsson. arXiv.
    DOI · PDF · Code

  • A convergent scheme for the Bayesian filtering problem based on the Fokker–Planck equation and deep splitting (2024). K. Bågmark, A. Andersson, S. Larsson, F. Rydin. arXiv.
    DOI · PDF · Code

Software

  • An energy-based deep splitting method for the nonlinear filtering problem (2025). K. Bågmark, A. Andersson, S. Larsson. Zenodo.
    DOI · Code