3 papers
math.NA2019
Discrete gradients for computational Bayesian inference
Sahani Pathiraja, Sebastian Reich
In this paper, we exploit the gradient flow structure of continuous-time formulations of Bayesian inference in terms of their numerical time-stepping. We focus on two particular ex…
math.NA2019
Ensemble transform algorithms for nonlinear smoothing problems
Jana de Wiljes, Sahani Pathiraja, Sebastian Reich
Several numerical tools designed to overcome the challenges of smoothing in a nonlinear and non-Gaussian setting are investigated for a class of particle smoothers. The considered…
stat.ME2018
Multiplicative non-Gaussian model error estimation in data assimilation
Sahani Pathiraja, Peter Jan van Leeuwen
Model uncertainty quantification is an essential component of effective data assimilation. Model errors associated with sub-grid scale processes are often represented through stoch…