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stat.ML2024
A competitive baseline for deep learning enhanced data assimilation using conditional Gaussian ensemble Kalman filtering
Zachariah Malik, Romit Maulik
Ensemble Kalman Filtering (EnKF) is a popular technique for data assimilation, with far ranging applications. However, the vanilla EnKF framework is not well-defined when perturbat…
stat.ML2023
Generative modeling of time-dependent densities via optimal transport and projection pursuit
Jonah Botvinick-Greenhouse, Yunan Yang, Romit Maulik
Motivated by the computational difficulties incurred by popular deep learning algorithms for the generative modeling of temporal densities, we propose a cheap alternative which req…