109 citations · 443 across the 45 of their papers we have counts for
4 papers · 1 filter
A Parameter Estimation Method Using Linear Response Statistics
John Harlim, Xiantao Li, He Zhang
This paper presents a new parameter estimation method for Itô diffusions such that the resulting model predicts the equilibrium statistics as well as the sensitivities of the under…
Probabilistic prediction of the AL index with the diffusion forecasting model
Dimitrios Giannakis, Matina Gkioulidou, John Harlim
We propose a nonparametric approach for probabilistic prediction of the AL index trained with AL and solar wind () data. Our framework relies on the diffusion forecasting te…
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…
A data-driven method for improving the correlation estimation in serial ensemble Kalman filters
Michèle De La Chevrotière, John Harlim
A data-driven method for improving the correlation estimation in serial ensemble Kalman filters is introduced. The method finds a linear map that transforms, at each assimilation c…