Related papers: Localization in Ensemble Kalman inversion
We present a novel sampling-based method for estimating probabilities of rare or failure events. Our approach is founded on the Ensemble Kalman filter (EnKF) for inverse problems. Therefore, we reformulate the rare event problem as an…
We propose an approach based on function evaluations and Bayesian inference to extract higher-order differential information of objective functions {from a given ensemble of particles}. Pointwise evaluation $\{V(x^i)\}_i$ of some potential…
This paper extends the ensemble Kalman filter (EnKF) for inverse problems to identify trending model coefficients. This is done by repeatedly inflating the ensemble while maintaining the mean of the particles. As a benchmark serves a…
Ensemble-based Data Assimilation faces significant challenges in high-dimensional systems due to spurious correlations and ensemble collapse. These issues arise from estimating dense dependencies with limited ensemble sizes. This paper…
This paper derives a \emph{distributed} Kalman filter to estimate a sparsely connected, large-scale, $n-$dimensional, dynamical system monitored by a network of $N$ sensors. Local Kalman filters are implemented on the ($n_l-$dimensional,…
Over the years data assimilation methods have been developed to obtain estimations of uncertain model parameters by taking into account a few observations of a model state. The most reliable methods of MCMC are computationally expensive.…
This paper uses a probabilistic approach to analyze the converge of an ensemble Kalman filter solution to an exact Kalman filter solution in the simplest possible setting, the scalar case, as it allows us to build upon a rich literature of…
When solving inverse problems, one increasingly popular approach is to use pre-trained diffusion models as plug-and-play priors. This framework can accommodate different forward models without re-training while preserving the generative…
The problem of incorporating information from observations received serially in time is widespread in the field of uncertainty quantification. Within a probabilistic framework, such problems can be addressed using standard filtering…
This paper introduces a computational framework to incorporate flexible regularization techniques in ensemble Kalman methods for nonlinear inverse problems. The proposed methodology approximates the maximum a posteriori (MAP) estimate of a…
Frequency-domain electromagnetic instruments allow the collection of data in different configurations, that is, varying the intercoil spacing, the frequency, and the height above the ground. Their handy size makes these tools very practical…
The Expectation-Maximization (EM) algorithm has been predominantly used to approximate the maximum likelihood estimation of the location-scale Gaussian mixtures. However, when the models are over-specified, namely, the chosen number of…
We investigate the application of ensemble transform approaches to Bayesian inference of logistic regression problems. Our approach relies on appropriate extensions of the popular ensemble Kalman filter and the feedback particle filter to…
There have been several recent advancements in Machine Learning community on the Entity Matching (EM) problem. However, their lack of scalability has prevented them from being applied in practical settings on large real-life datasets.…
Empirical risk minimization (ERM) with a computationally feasible surrogate loss is a widely accepted approach for classification. Notably, the convexity and calibration (CC) properties of a loss function ensure consistency of ERM in…
Simultaneous localization and mapping (SLAM) is a method that constructs a map of an unknown environment and localizes the position of a moving agent on the map simultaneously. Extended Kalman filter (EKF) has been widely adopted as a low…
This paper studies the problem of Cooperative Localization (CL) for multi-robot systems, where a group of mobile robots jointly localize themselves by using measurements from onboard sensors and shared information from other robots. We…
Among the class of nonlinear particle filtering methods, the Ensemble Kalman Filter (EnKF) has gained recent attention for its use in solving inverse problems. We review the original method and discuss recent developments in particular in…
It is a grand challenge to find a feasible weather modification method to mitigate the impact of extreme weather events such as tropical cyclones. Previous works have proposed potentially effective actuators and assessed their capabilities…
Ever since its inception, the Ensemble Kalman Filter has elicited many heuristic methods that sought to correct it. One such method is localization---the thought that `nearby' variables should be highly correlated with `far away' variable…