72 citations · 188 across the 26 of their papers we have counts for
5 papers · 1 filter
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…
Gradient-based data and parameter dimension reduction for Bayesian models: an information theoretic perspective
Ricardo Baptista, Youssef Marzouk, Olivier Zahm
We consider the problem of reducing the dimensions of parameters and data in non-Gaussian Bayesian inference problems. Our goal is to identify an "informed" subspace of the paramet…
Bayesian model calibration for block copolymer self-assembly: Likelihood-free inference and expected information gain computation via measure transport
Ricardo Baptista, Lianghao Cao, Joshua Chen +4
We consider the Bayesian calibration of models describing the phenomenon of block copolymer (BCP) self-assembly using image data produced by microscopy or X-ray scattering techniqu…
A low-rank ensemble Kalman filter for elliptic observations
Mathieu Le Provost, Ricardo Baptista, Youssef Marzouk +1
We propose a regularization method for ensemble Kalman filtering (EnKF) with elliptic observation operators. Commonly used EnKF regularization methods suppress state correlations a…