109 citations · 443 across the 45 of their papers we have counts for
5 papers · 1 filter
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…
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…
Adaptive Error Covariances Estimation Methods for Ensemble Kalman Filters
Yicun Zhen, John Harlim
This paper presents a computationally fast algorithm for estimating, both, the system and observation noise covariances of nonlinear dynamics, that can be used in an ensemble Kalma…
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…
Variable Bandwidth Diffusion Kernels
Tyrus Berry, John Harlim
Practical applications of kernel methods often use variable bandwidth kernels, also known as self-tuning kernels, however much of the current theory of kernel based techniques is o…