72 citations · 188 across the 26 of their papers we have counts for
4 papers · 1 filter
Expected information gain estimation via density approximations: Sample allocation and dimension reduction
Fengyi Li, Ricardo Baptista, Youssef Marzouk
Computing expected information gain (EIG) from prior to posterior (equivalently, mutual information between candidate observations and model parameters or other quantities of inter…
Ensemble transport smoothing. Part II: Nonlinear updates
Maximilian Ramgraber, Ricardo Baptista, Dennis McLaughlin +1
Smoothing is a specialized form of Bayesian inference for state-space models that characterizes the posterior distribution of a collection of states given an associated sequence of…
Ensemble transport smoothing. Part I: Unified framework
Maximilian Ramgraber, Ricardo Baptista, Dennis McLaughlin +1
Smoothers are algorithms for Bayesian time series re-analysis. Most operational smoothers rely either on affine Kalman-type transformations or on sequential importance sampling. Th…
Coupling techniques for nonlinear ensemble filtering
Alessio Spantini, Ricardo Baptista, Youssef Marzouk
We consider filtering in high-dimensional non-Gaussian state-space models with intractable transition kernels, nonlinear and possibly chaotic dynamics, and sparse observations in s…