Strict Online Variational Bayesian Filtering: What Survived The Stress Tests

A synthesis of strict online nonlinear filtering experiments: K2 FIVO bridge survived, while trajectories, couplings, flows, and predictive pressure exposed calibration failures.

ai-research, variational-filtering, nonlinear-filtering, particle-filtering, assumed-density-filtering, expectation-propagation

Strict Nonlinear Filtering With Mixtures, Particles, And Flows

A research note on turning Kalman-filter intuition into reference-free nonlinear filters with mixture beliefs, FIVO diagnostics, and scalar flows.

ai-research, variational-filtering, nonlinear-filtering, particle-filtering, normalizing-flows