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stat.ML2024
Generative Modelling of Stochastic Rotating Shallow Water Noise
Dan Crisan, Oana Lang, Alexander Lobbe
In recent work, the authors have developed a generic methodology for calibrating the noise in fluid dynamics stochastic partial differential equations where the stochasticity was i…
stat.ML2022★ 1 cited
Deep Learning for the Benes Filter
Alexander Lobbe
The Benes filter is a well-known continuous-time stochastic filtering model in one dimension that has the advantage of being explicitly solvable. From an evolution equation point o…