no code implementations • 7 Feb 2024 • Chaitra Agrahar, William Poole, Simone Bianco, Hana El-Samad
Here, we develop an extension of the KF, called a Pathspace Kalman Filter (PKF) which allows us to a) dynamically track the uncertainties associated with the underlying data and prior knowledge, and b) take as input an entire trajectory and an underlying mechanistic model, and using a Bayesian methodology quantify the different sources of uncertainty.
