42 citations · 141 across the 10 of their papers we have counts for
3 papers · 1 filter
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…
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…
Nesterov Acceleration for Ensemble Kalman Inversion and Variants
Sydney Vernon, Eviatar Bach, Oliver R. A. Dunbar
Ensemble Kalman inversion (EKI) is a derivative-free, particle-based optimization method for solving inverse problems. It can be shown that EKI approximates a gradient flow, which…