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Multilevel Ensemble Kalman-Bucy Filters
v1v2 (latest)

Multilevel Ensemble Kalman-Bucy Filters

9 November 2020
Neil K. Chada
Ajay Jasra
Fangyuan Yu
ArXiv (abs)PDFHTML

Papers citing "Multilevel Ensemble Kalman-Bucy Filters"

5 / 5 papers shown
Small-data Reduced Order Modeling of Chaotic Dynamics through SyCo-AE:
  Synthetically Constrained Autoencoders
Small-data Reduced Order Modeling of Chaotic Dynamics through SyCo-AE: Synthetically Constrained AutoencodersJournal of Machine Learning for Modeling and Computing (JMLMC), 2023
Andrey A. Popov
Renato Zanetti
AI4CE
153
0
0
14 May 2023
Further analysis of multilevel Stein variational gradient descent with
  an application to the Bayesian inference of glacier ice models
Further analysis of multilevel Stein variational gradient descent with an application to the Bayesian inference of glacier ice modelsAdvances in Computational Mathematics (ACM), 2022
Terrence Alsup
Tucker Hartland
Benjamin Peherstorfer
N. Petra
327
1
0
06 Dec 2022
Multilevel Estimation of Normalization Constants Using the Ensemble
  Kalman-Bucy Filter
Multilevel Estimation of Normalization Constants Using the Ensemble Kalman-Bucy FilterStatistics and computing (Stat Comput), 2021
Hamza Ruzayqat
Neil K. Chada
Ajay Jasra
237
6
0
09 Aug 2021
Multifidelity Ensemble Kalman Filtering Using Surrogate Models Defined
  by Physics-Informed Autoencoders
Multifidelity Ensemble Kalman Filtering Using Surrogate Models Defined by Physics-Informed Autoencoders
Andrey A. Popov
Adrian Sandu
AI4CE
234
9
0
25 Feb 2021
On the Mathematical Theory of Ensemble (Linear-Gaussian) Kalman-Bucy
  Filtering
On the Mathematical Theory of Ensemble (Linear-Gaussian) Kalman-Bucy Filtering
A. Bishop
P. Del Moral
401
35
0
16 Jun 2020
1
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