Y. Marzouk

works on

data assimilation 2 stochastic differential equations 2 dynamical low-rank approximation 1 ensemble methods 1 kalman filter 1 kalman filtering 1 low-rank approximation 1 particle filters 1 reduced-order modeling 1 smoothing 1

From the 2 of 8 linked papers with an AI index.

activity

20242026

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math.OC2025

Distributionally Robust Gaussian Process Regression and Bayesian Inverse Problems

Xuhui Zhang, Jose Blanchet, Youssef Marzouk +2

We study a distributionally robust optimization formulation (i.e., a min-max game) for two representative problems in Bayesian nonparametric estimation: Gaussian process regression…