3 citations · 3 across the 6 of their papers we have counts for
8 papers
Learning Probabilistic Filters with Strictly Proper Scoring Rules
Eviatar Bach, Ricardo Baptista, Jochen Bröcker +2
Bayesian filtering of partially and noisily observed dynamical systems seeks to infer the evolving conditional distribution of the state of a dynamical system given observations, i…
Continuous Data Assimilation for Semilinear Parabolic Equations with Multiplicative Observation Noise
Jochen Bröcker, Gianmarco Del Sarto, Matthias Hieber +2
The problem of continuous data assimilation for semilinear parabolic equations based on partial observations corrupted by noise is investigated. The noise is allowed to be multipli…
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…
Reconstruction of wide spectrum forcing in transport-diffusion and Navier-Stokes equations
Jochen Bröcker, Giulia Carigi, Tobias Kuna +1
This article considers the problem of reconstructing unknown driving forces based on incomplete knowledge of the system and its state. This is studied in both a linear and nonlinea…
Exponential stability and asymptotic properties of the optimal filter for signals with deterministic hyperbolic dynamics
Lea Oljača, Tobias Kuna, Jochen Bröcker
The problem of stability of the optimal filter is revisited. The optimal filter (or filtering process) is the conditional probability of the current state of some stochastic proces…
Uniform reliability tests for forecasting systems with small lead time
Jochen Bröcker
A long noted difficulty when assessing the reliability (or calibration) of forecasting systems is that reliability, in general, is a hypothesis not about a finite dimensional param…