341 citations · 852 across the 28 of their papers we have counts for
3 papers · 1 filter
Flexible Bayesian Dynamic Modeling of Correlation and Covariance Matrices
Shiwei Lan, Andrew Holbrook, Gabriel A. Elias +3
Modeling correlation (and covariance) matrices can be challenging due to the positive-definiteness constraint and potential high-dimensionality. Our approach is to decompose the co…
Earth System Modeling 2.0: A Blueprint for Models That Learn From Observations and Targeted High-Resolution Simulations
Tapio Schneider, Shiwei Lan, Andrew Stuart +1
Climate projections continue to be marred by large uncertainties, which originate in processes that need to be parameterized, such as clouds, convection, and ecosystems. But rapid…
The nonparametric Fisher geometry and the chi-square process density prior
Andrew Holbrook, Shiwei Lan, Jeffrey Streets +1
It is well known that the Fisher information induces a Riemannian geometry on parametric families of probability density functions. Following recent work, we consider the nonparame…