Abstract:This talk introduces two efficient numerical methods for solving nonlinear filtering (NLF) problems. We propose the utilization of the proper orthogonal decomposition (POD) method and tensor train decomposition method to solve the forward Kolmogorov equation (FKE) associated with NLF problems. Our approach involves offline and online stages. In the offline stage, we discretize the par...
AbstractSchur-Weyl, Howe and skew Howe dualities in representation theory of groups lead to multiplicity-free decompositions of certain spaces into irreducible representations and can be used to introduce probability measures on Young diagrams that parameterize irreducible representations. It is interesting to study the behavior of such measures in the limit, when groups become infinite or infi...