VBF Experiments, May 2026 on mlbot.bloghttps://mlbot.blog/series/vbf-experiments-may-2026/Recent content in VBF Experiments, May 2026 on mlbot.blogHugoen-USSat, 02 May 2026 04:56:46 +0530Strict Nonlinear Filtering With Mixtures, Particles, And Flowshttps://mlbot.blog/posts/strict-nonlinear-filtering-mixtures-particles-flows/Sat, 02 May 2026 04:30:00 +0530https://mlbot.blog/posts/strict-nonlinear-filtering-mixtures-particles-flows/<p>A Kalman filter is a beautiful bargain. If the dynamics and observations are linear and Gaussian, the filtering distribution stays Gaussian forever:</p> \[ \begin{aligned} q^F_t(z_t) &= p(z_t \mid y_{1:t}) \\ &= \mathcal{N}(m_t, P_t). \end{aligned} \]<p>Each update carries only a mean and variance. The filter is online, cheap, and exact.</p>