math.PR

cs.LG, cs.NA, cs.NE, math.NA, math.PR, stat.ML

Transformers Can Solve Non-Linear and Non-Markovian Filtering Problems in Continuous Time For Conditionally Gaussian Signals

arXiv:2310.19603v5 Announce Type: replace
Abstract: The use of attention-based deep learning models in stochastic filtering, e.g. transformers and deep Kalman filters, has recently come into focus; however, the potential for these models to solve stoc…

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