109 citations · 443 across the 45 of their papers we have counts for
4 papers · 1 filter
Nonparametric forecasting of low-dimensional dynamical systems
Tyrus Berry, Dimitrios Giannakis, John Harlim
This letter presents a non-parametric modeling approach for forecasting stochastic dynamical systems on low-dimensional manifolds. The key idea is to represent the discrete shift m…
Nonparametric Uncertainty Quantification for Stochastic Gradient Flows
Tyrus Berry, John Harlim
This paper presents a nonparametric statistical modeling method for quantifying uncertainty in stochastic gradient systems with isotropic diffusion. The central idea is to apply th…
Model Error in Data Assimilation
John Harlim
This chapter provides various perspective on an important challenge in data assimilation: model error. While the overall goal is to understand the implication of model error of any…
Linear theory for filtering nonlinear multiscale systems with model error
Tyrus Berry, John Harlim
We study filtering of multiscale dynamical systems with model error arising from unresolved smaller scale processes. The analysis assumes continuous-time noisy observations of all…