4 citations · 7 across the 9 of their papers we have counts for
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An Adaptive Online Smoother with Closed-Form Solutions and Information-Theoretic Lag Selection for Conditional Gaussian Nonlinear Systems
Marios Andreou, Nan Chen, Yingda Li
Data assimilation (DA) combines partial observations with dynamical models to improve state estimation. Filter-based DA uses only past and present data and is the prerequisite for…
A Martingale-Free Introduction to Conditional Gaussian Nonlinear Systems
Marios Andreou, Nan Chen
The conditional Gaussian nonlinear system (CGNS) is a broad class of nonlinear stochastic dynamical systems. Given the trajectories for a subset of state variables, the remaining f…
Taming Uncertainty in a Complex World: The Rise of Uncertainty Quantification -- A Tutorial for Beginners
Nan Chen, Stephen Wiggins, Marios Andreou
This paper provides a tutorial about uncertainty quantification (UQ) for those who have no background but are interested in learning more in this area. It exploits many very simple…
Statistical Response of ENSO Complexity to Initial Condition and Model Parameter Perturbations
Marios Andreou, Nan Chen
Studying the response of a climate system to perturbations has practical significance. Standard methods in computing the trajectory-wise deviation caused by perturbations may suffe…