Coupling techniques for nonlinear ensemble filtering

Coupling techniques for nonlinear ensemble filtering

30 June 2019

Alessio Spantini

Ricardo Baptista

Youssef Marzouk

Papers citing "Coupling techniques for nonlinear ensemble filtering"

17 / 17 papers shown

Title
Dual Filter: A Mathematical Framework for Inference using Transformer-like Architectures Heng-Sheng Chang P. Mehta 39 0 0 01 May 2025
Learning Optimal Filters Using Variational Inference Enoch Luk Eviatar Bach Ricardo Baptista Andrew Stuart 26 6 0 26 Jun 2024
Nonlinear Filtering with Brenier Optimal Transport Maps Mohammad Al-Jarrah Niyizhen Jin Bamdad Hosseini Amirhossein Taghvaei 34 2 0 21 Oct 2023
Exact nonlinear state estimation H. Chipilski 27 1 0 17 Oct 2023
Density Estimation via Measure Transport: Outlook for Applications in the Biological Sciences Vanessa López-Marrero Patrick R. Johnstone Gilchan Park Xihaier Luo OT 31 1 0 27 Sep 2023
Leveraging joint sparsity in hierarchical Bayesian learning J. Glaubitz Anne Gelb 21 5 0 29 Mar 2023
Progressive Bayesian Particle Flows based on Optimal Transport Map Sequences U. Hanebeck OT 16 1 0 04 Mar 2023
Tensor-train methods for sequential state and parameter learning in state-space models Yiran Zhao Tiangang Cui 24 2 0 24 Jan 2023
Ensemble transport smoothing. Part II: Nonlinear updates M. Ramgraber Ricardo Baptista D. McLaughlin Youssef Marzouk 25 6 0 31 Oct 2022
An Optimal Transport Formulation of Bayes' Law for Nonlinear Filtering Algorithms Amirhossein Taghvaei Bamdad Hosseini OT 34 17 0 22 Mar 2022
Conditional Simulation Using Diffusion Schrödinger Bridges Yuyang Shi Valentin De Bortoli George Deligiannidis Arnaud Doucet DiffM 17 52 0 27 Feb 2022
A comparison of nonlinear extensions to the ensemble Kalman filter: Gaussian Anamorphosis and Two-Step Ensemble Filters Ian G. Grooms 21 10 0 15 Jul 2021
Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation Truong-Vinh Hoang S. Krumscheid H. Matthies Raúl Tempone 13 7 0 15 Jun 2021
Affine-Mapping based Variational Ensemble Kalman Filter Linjie Wen Jinglai Li 16 0 0 10 Mar 2021
HINT: Hierarchical Invertible Neural Transport for Density Estimation and Bayesian Inference Jakob Kruse Gianluca Detommaso Ullrich Kothe Robert Scheichl 13 45 0 25 May 2019
A Stein variational Newton method Gianluca Detommaso Tiangang Cui Alessio Spantini Youssef Marzouk Robert Scheichl 61 114 0 08 Jun 2018
Kernel embedding of maps for sequential Bayesian inference: The variational mapping particle filter M. Pulido P. Leeuwen BDL 29 11 0 29 May 2018