Publications
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).
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Conference proceedings
- Neural likelihood surrogates for parameter inference via log-density PDE (2026). K. Bågmark, F. Rydin. The 14th International Conference on Learning Representations (ICLR) Workshop AI&PDE.
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Preprints
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High-dimensional Bayesian filtering through deep density approximation (2025). K. Bågmark, F. Rydin. arXiv.
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Nonlinear filtering based on density approximation and deep BSDE prediction (2025). K. Bågmark, A. Andersson, S. Larsson. arXiv.
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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.
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