2 citations · 3 across the 7 of their papers we have counts for
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3 papers · 1 filter
math.DS2024
Long-time accuracy of ensemble Kalman filters for chaotic and machine-learned dynamical systems
Daniel Sanz-Alonso, Nathan Waniorek
Filtering is concerned with online estimation of the state of a dynamical system from partial and noisy observations. In applications where the state is high dimensional, ensemble…
math.ST2024★ 1 cited
Optimal Estimation of Structured Covariance Operators
Omar Al-Ghattas, Jiaheng Chen, Daniel Sanz-Alonso +1
This paper establishes optimal convergence rates for estimation of structured covariance operators of Gaussian processes. We study banded operators with kernels that decay rapidly…
math.ST2024
Hierarchical Bayesian Inverse Problems: A High-Dimensional Statistics Viewpoint
Daniel Sanz-Alonso, Nathan Waniorek
This paper analyzes hierarchical Bayesian inverse problems using techniques from high-dimensional statistics. Our analysis leverages a property of hierarchical Bayesian regularizer…