16 citations · 16 across the 2 of their papers we have counts for
2 papers
stat.AP2023
Comparison of Ensemble-Based Data Assimilation Methods for Sparse Oceanographic Data
Florian Beiser, Håvard Heitlo Holm, Jo Eidsvik
For oceanographic applications, probabilistic forecasts typically have to deal with i) high-dimensional complex models, and ii) very sparse spatial observations. In search-and-resc…
math.OC2020★ 16 cited
Adaptive sampling strategies for risk-averse stochastic optimization with constraints
Florian Beiser, Brendan Keith, Simon Urbainczyk +1
We introduce adaptive sampling methods for stochastic programs with deterministic constraints. First, we propose and analyze a variant of the stochastic projected gradient method w…