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These slides were presented at my dissertation defense (Division of Applied Mathematics, Brown University, 23 May 2018).

companion code for "The Discriminative Kalman Filter for Bayesian Filtering with Nonlinear and Nongaussian Observation Models"

This repository contains code implementations for the Discriminative Kalman Filter.

Odds and ends that may be of use...

adjustments to robust_correlation_toolbox to ensure alpha = 0.05 across all sample sizes.