4 papers
Robust ensemble Kalman filtering under observation noise misspecification via diffusion score matching
Hans Reimann, Sebastian Reich
We address the problem of observation noise misspecification in Bayesian filtering of dynamical systems via recent advances in generalised Bayesian inference. Mis-match in tail dec…
A Continuous-Time Ensemble Kalman-Bucy Smoother for Causal Inference and Model Discovery
Zhang Jiang, Marios Andreou, Sebastian Reich +1
Data assimilation (DA) integrates observational information with model predictions to improve state estimation in complex systems. While filtering provides the basis for online for…
Gradient-free ensemble transform methods for generalized Bayesian inference in generative models
Diksha Bhandari, Sebastian Reich
Bayesian inference in complex generative models is often obstructed by the absence of tractable likelihoods and the infeasibility of computing gradients of high-dimensional simulat…
Ensemble Kalman filter for uncertainty in human language comprehension
Diksha Bhandari, Alessandro Lopopolo, Milena Rabovsky +1
Artificial neural networks (ANNs) are widely used in modeling sentence processing but often exhibit deterministic behavior, contrasting with human sentence comprehension, which man…