2 papers
math.DS2024
A Dynamic Likelihood Approach to Filtering for Advection-Diffusion Dynamics
Johannes Krotz, Juan M. Restrepo, Jorge Ramirez
A Bayesian data assimilation scheme is formulated for advection-dominated advective and diffusive evolutionary problems, based upon the Dynamic Likelihood (DLF) approach to filteri…
eess.SP2024
Estimating an Executive Summary of a Time Series: The Tendency
Caio Alves, Juan M. Restrepo, Jorge M. Ramirez
In this paper we revisit the problem of decomposing a signal into a tendency and a residual. The tendency describes an executive summary of a signal that encapsulates its notable c…