10 citations · 27 across the 8 of their papers we have counts for
4 papers · 1 filter
Copula Active Subspaces II: Error Decomposition, A Posteriori Estimation, and Sharpness of the Bounds
Joshua Chen, Peter Jan van Leeuwen
The Copula Active Subspaces (CAS) method of Part I estimates a non-Gaussian observation-noise density from residual samples. Its KL divergence $\mathcal{D}_{\m…
Copula Active Subspaces I: A Score-Covariance Method for Reduced-Order Non-Gaussian Density Estimation
Joshua Chen, Peter Jan van Leeuwen
In Bayesian inference problems with non-Gaussian observation noise, the posterior is only as accurate as the noise density, and gradient-based samplers need that density and its gr…
A Framework for Causal Discovery in non-intervenable systems
Peter Jan van Leeuwen, Michael DeCaria, Nachiketa Chakaborty +1
Many frameworks exist to infer cause and effect relations in complex nonlinear systems but a complete theory is lacking. A new framework is presented that is fully nonlinear, provi…
Ensemble Riemannian Data Assimilation over the Wasserstein Space
Sagar K. Tamang, Ardeshir Ebtehaj, Peter J. Van Leeuwen +2
In this paper, we present an ensemble data assimilation paradigm over a Riemannian manifold equipped with the Wasserstein metric. Unlike the Eulerian penalization of error in the E…