activity
20222026
most citedEnsemble Kalman Methods: A Mean Field Perspective

18 citations · 23 across the 9 of their papers we have counts for

collaborators

12 papers

cs.LG2026

Measure Neural Mappings

Ricardo Baptista, Edoardo Calvello, Bohan Chen +2

We introduce and define measure neural mappings (MNMs), which combine measure-dependent neural transport with ensemble consistency for learning operators on probability measures. E…

cs.LG2026

Attention Kernels for Learning Maps Between Heavy-Tailed Measures

Kailen Hargenrader, Edoardo Calvello, Bohan Chen

Operator learning on probability measures can be accomplished with transformers. For measures with polynomial tails, the exponential weighting in softmax can make the corresponding…

stat.ML2026

One Operator for Many Densities: Amortized Approximation of Conditioning by Neural Operators

Panos Tsimpos, Edoardo Calvello, Ayoub Belhadji +1

Probabilistic conditioning is concerned with the identification of a distribution of a random variable given a random variable . It is a cornerstone of scientific and engine…

stat.ML2026

Formulation and Learning Of The Forecasting Problem

Edoardo Calvello, Elizabeth Carlson, Nikola Kovachki +2

Machine learning has opened new frontiers in purely data-driven forecasting of dynamical systems; the resulting methods are showing considerable promise in some application domains…

cs.LG2026

Demystifying Data-Driven Probabilistic Medium-Range Weather Forecasting

Jean Kossaifi, Nikola Kovachki, Morteza Mardani +15

The recent revolution in data-driven methods for weather forecasting has lead to a fragmented landscape of complex, bespoke architectures and training strategies, obscuring the fun…

cs.LG2025

Operator Learning at Machine Precision

Aras Bacho, Aleksei G. Sorokin, Xianjin Yang +6

Neural operator learning methods have garnered significant attention in scientific computing for their ability to approximate infinite-dimensional operators. However, increasing th…

stat.ML2025

Learning Enhanced Ensemble Filters

Eviatar Bach, Ricardo Baptista, Edoardo Calvello +2

The filtering distribution in hidden Markov models evolves according to the law of a mean-field model in state-observation space. The ensemble Kalman filter (EnKF) approximates thi…

math.ST2025

Statistical accuracy of the ensemble Kalman filter in the near-linear setting

E. Calvello, J. A. Carrillo, F. Hoffmann +3

Estimating the state of a dynamical system from partial and noisy observations is a ubiquitous problem in a large number of applications, such as probabilistic weather forecasting…

math.NA2025

Solving Roughly Forced Nonlinear PDEs via Misspecified Kernel Methods and Neural Networks

Ricardo Baptista, Edoardo Calvello, Matthieu Darcy +3

We consider the use of Gaussian Processes (GPs) or Neural Networks (NNs) to numerically approximate the solutions to nonlinear partial differential equations (PDEs) with rough forc…

math.ST2024

Accuracy of the Ensemble Kalman Filter in the Near-Linear Setting

Edoardo Calvello, Pierre Monmarché, Andrew M. Stuart +1

The filtering distribution captures the statistics of the state of a dynamical system from partial and noisy observations. Classical particle filters provably approximate this dist…

cs.LG2024★ 5 cited

Continuum Attention for Neural Operators

Edoardo Calvello, Nikola B. Kovachki, Matthew E. Levine +1

Transformers, and the attention mechanism in particular, have become ubiquitous in machine learning. Their success in modeling nonlocal, long-range correlations has led to their wi…

math.OC2022★ 18 cited

Ensemble Kalman Methods: A Mean Field Perspective

Edoardo Calvello, Sebastian Reich, Andrew M. Stuart

Ensemble Kalman methods are widely used for state estimation in the geophysical sciences. Their success stems from the fact that they take an underlying (possibly noisy) dynamical…