activity
20112023
most citedData Assimilation by Conditioning on Future Observations

7 citations · 18 across the 6 of their papers we have counts for

collaborators

7 papers

math.NA2023

Deep JKO: time-implicit particle methods for general nonlinear gradient flows

Wonjun Lee, Li Wang, Wuchen Li

We develop novel neural network-based implicit particle methods to compute high-dimensional Wasserstein-type gradient flows with linear and nonlinear mobility functions. The main i…

cond-mat.quant-gas2023★ 3 cited

Measuring Non-local Brane Order with Error-corrected Parity Snapshots

Junhyeok Hur, Wonjun Lee, Kiryang Kwon +3

Exotic quantum many-body states, such as Haldane and spin liquid phases, can exhibit remarkable features like fractional excitations and non-abelian statistics and offer new unders…

math.PR2015

Derivation and Analysis of Simplified Filters for Complex Dynamical Systems

Wonjung Lee, Andrew Stuart

Filtering is concerned with the sequential estimation of the state, and uncertainties, of a Markovian system, given noisy observations. It is particularly difficult to achieve accu…

cs.IT2015

The adaptive patched cubature filter and its implementation

Wonjung Lee, Terry Lyons

There are numerous contexts where one wishes to describe the state of a randomly evolving system. Effective solutions combine models that quantify the underlying uncertainty with a…

math.PR2013★ 7 cited

Data Assimilation by Conditioning on Future Observations

Wonjung Lee, Chris Farmer

Conventional recursive filtering approaches, designed for quantifying the state of an evolving uncertain dynamical system with intermittent observations, use a sequence of (i) an u…

math.PR2013★ 2 cited

The adaptive patched particle filter and its implementation

Wonjung Lee, Terry Lyons

There are numerous contexts where one wishes to describe the state of a randomly evolving system. Effective solutions combine models that quantify the underlying uncertainty with a…

math.PR2011★ 6 cited

Kalman filtering and smoothing for linear wave equations with model error

Wonjung Lee, Damon McDougall, Andrew Stuart

Filtering is a widely used methodology for the incorporation of observed data into time-evolving systems. It provides an online approach to state estimation inverse problems when d…