Related papers: Probabilistic One-Dimensional Inversion of Frequen…

Ensemble smoother (ES) has been widely used in various research fields to reduce the uncertainty of the system-of-interest. However, the commonly-adopted ES method that employs the Kalman formula, that is, ES$_\text{(K)}$, does not perform…

In recent years, operator learning, particularly the DeepONet, has received much attention for efficiently learning complex mappings between input and output functions across diverse fields. However, in practical scenarios with limited and…

Time-lapse electrical resistivity tomography (ERT) is a popular geophysical method to estimate three-dimensional (3D) permeability fields from electrical potential difference measurements. Traditional inversion and data assimilation methods…

Full waveform inversion (FWI) is capable of reconstructing subsurface properties with high resolution from seismic data. However, conventional FWI faces challenges such as cycle-skipping and high computational costs. Recently, deep learning…

The frequency-domain Kalman filter (FKF) has been utilized in many audio signal processing applications due to its fast convergence speed and robustness. However, the performance of the FKF in under-modeling situations has not been…

The Ensemble Kalman Filter (EnKF) belongs to the class of iterative particle filtering methods and can be used for solving control--to--observable inverse problems. In this context, the EnKF is known as Ensemble Kalman Inversion (EKI). In…

Electromagnetic methods have become one of the most widely used techniques in geological exploration. With the remarkable success of deep learning, applying such techniques to EM methods has emerged as a promising research direction to…

Data-driven models of dynamical systems require extensive amounts of training data. For many practical applications, gathering sufficient data is not feasible due to cost or safety concerns. This work uses the Subset Extended Kalman Filter…

We propose a new class of filtering and smoothing methods for inference in high-dimensional, nonlinear, non-Gaussian, spatio-temporal state-space models. The main idea is to combine the ensemble Kalman filter and smoother, developed in the…

In this paper, we propose and develop a methodology for nonlinear systems health monitoring by modeling the damage and degradation mechanism dynamics as "slow" states that are augmented with the system "fast" dynamical states. This…

We present a latent diffusion-based differentiable inversion method (LD-DIM) for PDE-constrained inverse problems involving high-dimensional spatially distributed coefficients. LD-DIM couples a pretrained latent diffusion prior with an…

The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations…

The ensemble random forest filter (ERFF) is presented as an alternative to the ensemble Kalman filter (EnKF) for the purpose of inverse modeling. The EnKF is a data assimilation approach that forecasts and updates parameter estimates…

Machine learning models are increasingly used to predict material properties and accelerate atomistic simulations, but the reliability of their predictions depends on the representativeness of the training data. We present a scalable,…

The ensemble Kalman filter (EnKF) is a recursive filter suitable for problems with a large number of variables, such as discretizations of partial differential equations in geophysical models. The EnKF originated as a version of the Kalman…

Electroencephalography (EEG) plays a significant role in the Brain Computer Interface (BCI) domain, due to its non-invasive nature, low cost, and ease of use, making it a highly desirable option for widespread adoption by the general…

We consider the problem of performing Bayesian inference for logistic regression using appropriate extensions of the ensemble Kalman filter. Two interacting particle systems are proposed that sample from an approximate posterior and prove…

Ultra-wideband (UWB) indoor localization provides centimeter-level accuracy and low latency, but its measurement reliability degrades severely under Non-Line-of-Sight (NLOS) conditions, leading to meter-scale ranging errors and inconsistent…

The Ensemble Kalman Filters (EnKF) employ a Monte-Carlo approach to represent covariance information, and are affected by sampling errors in operational settings where the number of model realizations is much smaller than the model state…

In many areas of science and engineering, it is a common task to infer physical fields from sparse observations. This paper presents the DAFI code intended as a flexible framework for two broad classes of such inverse problems: data…