83 citations · 126 across the 30 of their papers we have counts for
7 papers · 1 filter
A Data-Adaptive Prior for Bayesian Learning of Kernels in Operators
Neil K. Chada, Quanjun Lang, Fei Lu +1
Kernels are efficient in representing nonlocal dependence and they are widely used to design operators between function spaces. Thus, learning kernels in operators from data is an…
Bayesian inversion with α-stable priors
Jarkko Suuronen, Tomás Soto, Neil K. Chada +1
We propose to use Lévy α-stable distributions for constructing priors for Bayesian inverse problems. The construction is based on Markov fields with stable-distributed increments.…
Unbiased Estimation of the Vanilla and Deterministic Ensemble Kalman-Bucy Filters
Miguel Alvarez, Neil K. Chada, Ajay Jasra
In this article we consider the development of an unbiased estimator for the ensemble Kalman--Bucy filter (EnKBF). The EnKBF is a continuous-time filtering methodology which can be…
On a Dynamic Variant of the Iteratively Regularized Gauss-Newton Method with Sequential Data
Neil K. Chada, Marco A. Iglesias, Shuai Lu +1
For numerous parameter and state estimation problems, assimilating new data as they become available can help produce accurate and fast inference of unknown quantities. While most…
A Review of the EnKF for Parameter Estimation
Neil K. Chada
The ensemble Kalman filter is a well-known and celebrated data assimilation algorithm. It is of particular relevance as it used for high-dimensional problems, by updating an ensemb…
Unbiased Estimation using Underdamped Langevin Dynamics
Hamza Ruzayqat, Neil K. Chada, Ajay Jasra
In this work we consider the unbiased estimation of expectations w.r.t.~probability measures that have non-negative Lebesgue density, and which are known point-wise up-to a normali…
Bayesian Deep Learning with Multilevel Trace-class Neural Networks
Neil K. Chada, Ajay Jasra, Kody J. H. Law +1
In this article we consider Bayesian inference associated to deep neural networks (DNNs) and in particular, trace-class neural network (TNN) priors which can be preferable to tradi…