458 citations · 2.3k across the 71 of their papers we have counts for
81 papers
Dynamical Low-Rank Smoothing
Youssef Marzouk, Fabio Nobile, Fabio Zoccolan
Computational costs often make smoothing procedures prohibitive for high-dimensional data assimilation problems. To address this challenge, we propose a dynamical low-rank approxim…
Dynamical Low-Rank Filters for Data Assimilation
Yoshihito Kazashi, Youssef Marzouk, Fabio Nobile +1
We propose dynamical low-rank (DLRA) filters for data-assimilation problems based on stochastic differential equations (SDEs). We first consider a Kalman filter applied to a Euler-…
Exact affine conditioning beyond Gaussians: a unique characterization of the ensemble Kalman update
Frederic J. N. Jorgensen, Youssef M. Marzouk
The analysis step of the stochastic ensemble Kalman filter, called the ensemble Kalman update (EnKU), is widely used for approximating posterior distributions in inverse problems a…
Uncertainty Quantification of Fluid Leakage and Fault Instability in Geologic CO2 Storage
Hannah Lu, Lluis Salo-Salgado, Youssef M. Marzouk +1
Geologic CO storage is an important strategy for reducing greenhouse gas emissions to the atmosphere and mitigating climate change. In this process, coupling between mechanical…
A transport approach to sequential simulation-based inference
Paul-Baptiste Rubio, Youssef Marzouk, Matthew Parno
We present a new transport-based approach to efficiently perform sequential Bayesian inference of static model parameters. The strategy is based on the extraction of conditional di…
Multifidelity Covariance Estimation via Regression on the Manifold of Symmetric Positive Definite Matrices
Aimee Maurais, Terrence Alsup, Benjamin Peherstorfer +1
We introduce a multifidelity estimator of covariance matrices formulated as the solution to a regression problem on the manifold of symmetric positive definite matrices. The estima…