3 papers
astro-ph.IM2021
Using Mutual Information to measure Time-lags from non-linear processes in Astronomy
Nachiketa Chakraborty, Peter Jan van Leeuwen
Measuring time lags between time-series or lighcurves at different wavelengths from a variable or transient source in astronomy is an essential probe of physical mechanisms causing…
stat.CO2019
Massively Parallel Implicit Equal-Weights Particle Filter for Ocean Drift Trajectory Forecasting
Håvard Heitlo Holm, Martin Lilleeng Sætra, Peter Jan van Leeuwen
Forecasting ocean drift trajectories are important for many applications, including search and rescue operations, oil spill cleanup and iceberg risk mitigation. In an operational s…
stat.ML2018
Kernel embedding of maps for sequential Bayesian inference: The variational mapping particle filter
Manuel Pulido, Peter Jan vanLeeuwen
In this work, a novel sequential Monte Carlo filter is introduced which aims at efficient sampling of high-dimensional state spaces with a limited number of particles. Particles ar…