143 citations · 304 across the 12 of their papers we have counts for
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stat.CO2019★ 3 cited
Model uncertainty estimation using the expectation maximization algorithm and a particle flow filter
María Magdalena Lucini, Peter Jan van Leeuwen, Manuel Pulido
Model error covariances play a central role in the performance of data assimilation methods applied to nonlinear state-space models. However, these covariances are largely unknown…
stat.ML2019★ 2 cited
Kernel embedded nonlinear observational mappings in the variational mapping particle filter
Manuel Pulido, Peter Jan vanLeeuwen, Derek J. Posselt
Recently, some works have suggested methods to combine variational probabilistic inference with Monte Carlo sampling. One promising approach is via local optimal transport. In this…