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math.OC2021
On the equivalence of different adaptive batch size selection strategies for stochastic gradient descent methods
Luis Espath, Sebastian Krumscheid, Raúl Tempone +1
In this study, we demonstrate that the norm test and inner product/orthogonality test presented in \cite{Bol18} are equivalent in terms of the convergence rates associated with Sto…
cs.LG2021
Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation
Truong-Vinh Hoang, Sebastian Krumscheid, Hermann G. Matthies +1
This paper presents the machine learning-based ensemble conditional mean filter (ML-EnCMF) -- a filtering method based on the conditional mean filter (CMF) previously introduced in…