109 citations · 443 across the 45 of their papers we have counts for
5 papers · 1 filter
Kernel-based Prediction of Non-Markovian Time Series
Faheem Gilani, Dimitrios Giannakis, John Harlim
A nonparametric method to predict non-Markovian time series of partially observed dynamics is developed. The prediction problem we consider is a supervised learning task of finding…
Modeling of Missing Dynamical Systems: Deriving Parametric Models using a Nonparametric Framework
Shixiao W. Jiang, John Harlim
In this paper, we consider modeling missing dynamics with a nonparametric non-Markovian model, constructed using the theory of kernel embedding of conditional distributions on appr…
Correcting biased observation model error in data assimilation
John Harlim, Tyrus Berry
While the formulation of most data assimilation schemes assumes an unbiased observation model error, in real applications, model error with nontrivial biases is unavoidable. A prac…
Semiparametric forecasting and filtering: correcting low-dimensional model error in parametric models
Tyrus Berry, John Harlim
Semiparametric forecasting and filtering are introduced as a method of addressing model errors arising from unresolved physical phenomena. While traditional parametric models are a…
An algebraic method for constructing stable and consistent autoregressive filters
John Harlim, Hoon Hong, Jacob L. Robbins
In this paper, we introduce an algebraic method to construct stable and consistent univariate autoregressive (AR) models of low order for filtering and predicting nonlinear turbule…