2 citations · 2 across the 2 of their papers we have counts for
2 papers
stat.ME2023
Localized covariance estimation: A Bayesian perspective
Robert J. Webber, Matthias Morzfeld
A major problem in numerical weather prediction (NWP) is the estimation of high-dimensional covariance matrices from a small number of samples. Maximum likelihood estimators cannot…
math.OC2014★ 2 cited
Path integral formulation of stochastic optimal control with generalized costs
Insoon Yang, Matthias Morzfeld, Claire J. Tomlin +1
Path integral control solves a class of stochastic optimal control problems with a Monte Carlo (MC) method for an associated Hamilton-Jacobi-Bellman (HJB) equation. The MC approach…