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math.NA2026
Quadratic Point Estimate Method for Uncertainty Quantification with Dependent Non-Gaussian Inputs
Minhyeok Ko, Konstantinos G. Papakonstantinou
As an extension of the Point Estimate Method (PEM) to evaluate probabilistic moments of quantities of interest (QoI) in general -dimensional spaces, the Quadratic Point Estimate…
cs.LG2026
Unscented KalmanNet: Structure-Preserving Deep Learning with Calibrated Posterior Uncertainty under Incomplete Physics and Unknown Noise
Minhyeok Ko, Abdollah Shafieezadeh
Nonlinear state estimation requires sequentially fusing model-based predictions with noisy measurements. Under imperfect dynamics and unknown, time-varying noise statistics, this f…