From the 2 of 10 linked papers with an AI index.
3 papers · 1 filter
Dynamical Low-Rank Smoothing
Youssef Marzouk, Fabio Nobile, Fabio Zoccolan
The paper introduces a dynamical low-rank approximation framework to create efficient reduced-order smoothers for high-dimensional stochastic differential equation models, extendin…
Dynamical Low-Rank Filters for Data Assimilation
Yoshihito Kazashi, Youssef Marzouk, Fabio Nobile +1
The paper introduces dynamical low-rank (DLR) filters for data assimilation, deriving methods that jointly minimize mean and covariance errors and extending them to Kalman‑Bucy, en…
An Approximation Theory Framework for Measure-Transport Sampling Algorithms
Ricardo Baptista, Bamdad Hosseini, Nikola B. Kovachki +2
This article presents a general approximation-theoretic framework to analyze measure transport algorithms for probabilistic modeling. A primary motivating application for such algo…