109 citations · 128 across the 3 of their papers we have counts for
3 papers
math.DS2014★ 109 cited
Nonparametric forecasting of low-dimensional dynamical systems
Tyrus Berry, Dimitrios Giannakis, John Harlim
This letter presents a non-parametric modeling approach for forecasting stochastic dynamical systems on low-dimensional manifolds. The key idea is to represent the discrete shift m…
math.OC2014★ 19 cited
Adaptive Error Covariances Estimation Methods for Ensemble Kalman Filters
Yicun Zhen, John Harlim
This paper presents a computationally fast algorithm for estimating, both, the system and observation noise covariances of nonlinear dynamics, that can be used in an ensemble Kalma…
math.DS2014
Nonparametric Uncertainty Quantification for Stochastic Gradient Flows
Tyrus Berry, John Harlim
This paper presents a nonparametric statistical modeling method for quantifying uncertainty in stochastic gradient systems with isotropic diffusion. The central idea is to apply th…