Related papers: An Ensemble Information Filter: Retrieving Markov-…
The Gaussian process state-space models (GPSSMs) represent a versatile class of data-driven nonlinear dynamical system models. However, the presence of numerous latent variables in GPSSM incurs unresolved issues for existing variational…
The ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies, the authors proposed an…
In recent years, various interacting particle samplers have been developed to sample from complex target distributions, such as those found in Bayesian inverse problems. These samplers are motivated by the mean-field limit perspective and…
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…
Item categorization is a machine learning task which aims at classifying e-commerce items, typically represented by textual attributes, to their most suitable category from a predefined set of categories. An accurate item categorization…
Large language models (LLMs) have demonstrated remarkable capabilities in generating programs from natural language descriptions, yet ensuring their correctness without an external oracle remains a critical challenge. To solve the…
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…
A Data Assimilation (DA) strategy based on an ensemble Kalman filter (EnKF) is used to enhance the predictive capabilities of scale resolving numerical tools for the analysis of flows exhibiting cyclic behaviour. More precisely, an ensemble…
In recent times, with the exception of sporadic cases, the trend in Computer Vision is to achieve minor improvements compared to considerable increases in complexity. To reverse this trend, we propose a novel method to boost image…
The ensemble Kalman filter (EnKF) has become a standard methodology for state estimation in high-dimensional systems, yet its various stochastic and deterministic formulations often appear conceptually disconnected. In this paper, a unified…
The iterative ensemble Kalman filter (IEnKF) in a deterministic framework was introduced in Sakov et al. (2012) to extend the ensemble Kalman filter (EnKF) and improve its performance in mildly up to strongly nonlinear cases. However, the…
Data assimilation (DA) integrates observational information with model predictions to improve state estimation in complex systems. While filtering provides the basis for online forecasts by using only past and present observations, it can…
Nonlinear/non-Gaussian filtering has broad applications in many areas of life sciences where either the dynamic is nonlinear and/or the probability density function of uncertain state is non-Gaussian. In such problems, the accuracy of the…
Implicit particle filters for data assimilation generate high-probability samples by representing each particle location as a separate function of a common reference variable. This representation requires that a certain underdetermined…
The ensemble Kalman filter (EnKF) is widely used to sample a probability density function (pdf) generated by a stochastic model conditioned by noisy data. This pdf can be either a joint posterior that describes the evolution of the state of…
Ensemble Machine Learning (EML) techniques, especially stacking, have been shown to improve predictive performance by combining multiple base models. However, they are often criticized for their lack of interpretability. In this paper, we…
Ensemble learning, the machine learning paradigm where multiple algorithms are combined, has exhibited promising perfomance in a variety of tasks. The present work focuses on unsupervised ensemble classification. The term unsupervised…
In this paper, we propose a novel ensembling technique for deep neural networks, which is able to drastically reduce the required memory compared to alternative approaches. In particular, we propose to extract multiple sub-networks from a…
This work presents new results and understanding of the Ensemble Kalman filter (EnKF) for inverse problems. In particular, using a Lagrangian dual perspective we show that EnKF can be derived from the sample average approximation (SAA) of…
We consider the problem of constructing exact goodness-of-fit tests for discrete exponential family models. This classical problem remains practically unsolved for many types of structured or sparse data, as it rests on a computationally…