4 papers
Learning Probabilistic Filters with Strictly Proper Scoring Rules
Eviatar Bach, Ricardo Baptista, Jochen Bröcker +2
Bayesian filtering of partially and noisily observed dynamical systems seeks to infer the evolving conditional distribution of the state of a dynamical system, given observations,…
Continuous Data Assimilation for Semilinear Parabolic Equations with Multiplicative Observation Noise
Jochen Bröcker, Gianmarco Del Sarto, Matthias Hieber +2
The problem of continuous data assimilation for semilinear parabolic equations based on partial observations corrupted by noise is investigated. The noise is allowed to be multipli…
A generalisation of the signal-to-noise ratio using proper scoring rules
Jochen Bröcker, Eviatar Bach
A generalised concept of the signal-to-noise ratio (or equivalently the ratio of predictable components, or RPC) is provided, based on proper scoring rules. This definition is the…
Reconstruction of wide spectrum forcing in transport-diffusion and Navier-Stokes equations
Jochen Bröcker, Giulia Carigi, Tobias Kuna +1
This article considers the problem of reconstructing unknown driving forces based on incomplete knowledge of the system and its state. This is studied in both a linear and nonlinea…