130 citations
- Centre National de la Recherche ScientifiqueFR7 papers
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- Peking UniversityCN4 papers
- Planetary Science InstituteUS4 papers
- AIRSEA: Mathématiques et calcul scientifique appliqués aux écoulements océaniques et atmosphériquesFR3 papers
- Institut polytechnique de GrenobleFR3 papers
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- Laboratoire Jean KuntzmannFR3 papers
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math.NA2022★ 12 cited
Prior normalization for certified likelihood-informed subspace detection of Bayesian inverse problems
Tiangang Cui, Xin Tong, Olivier Zahm
Markov chain Monte Carlo (MCMC) methods form one of the algorithmic foundations of Bayesian inverse problems. The recent development of likelihood-informed subspace (LIS) methods o…
math.NA2021★ 7 cited
Nonlinear dimension reduction for surrogate modeling using gradient information
Daniele Bigoni, Youssef Marzouk, Clémentine Prieur +1
We introduce a method for the nonlinear dimension reduction of a high-dimensional function , . Our objective is to identify a nonlinear…
math.NA2011
Ensemble transform Kalman-Bucy filters
Javier Amezcua, Kayo Ide, Eugenia Kalnay +1
Two recent works have adapted the Kalman-Bucy filter into an ensemble setting. In the first formulation, BR10, the full ensemble is updated in the analysis step as the solution of…