3 citations · 3 across the 7 of their papers we have counts for
4 papers · 1 filter
A friendly introduction to triangular transport
Maximilian Ramgraber, Daniel Sharp, Mathieu Le Provost +1
Decision making under uncertainty is a cross-cutting challenge in science and engineering. Most approaches to this challenge employ probabilistic representations of uncertainty. In…
Dimension reduction via score ratio matching
Ricardo Baptista, Michael Brennan, Youssef Marzouk
Gradient-based dimension reduction decreases the cost of Bayesian inference and probabilistic modeling by identifying maximally informative (and informed) low-dimensional projectio…
Preserving linear invariants in ensemble filtering methods
Mathieu Le Provost, Jan Glaubitz, Youssef Marzouk
Data assimilation combines dynamical models with observations to improve state estimates. Ensemble filters sequentially assimilate observations by updating a set of samples over ti…
An adaptive ensemble filter for heavy-tailed distributions: tuning-free inflation and localization
Mathieu Le Provost, Ricardo Baptista, Jeff D. Eldredge +1
Heavy tails is a common feature of filtering distributions that results from the nonlinear dynamical and observation processes as well as the uncertainty from physical sensors. In…