Related papers: Accuracy Boost in Ensemble Kalman Inversion via En…

Ensemble learning is a mainstay in modern data science practice. Conventional ensemble algorithms assign to base models a set of deterministic, constant model weights that (1) do not fully account for individual models' varying accuracy…

We propose the application of iterative regularization for the development of ensemble methods for solving Bayesian inverse problems. In concrete, we construct (i) a variational iterative regularizing ensemble Levenberg-Marquardt method…

Accurate estimation of noise parameters is critical for optimal filter performance, especially in systems where true noise parameter values are unknown or time-varying. This article presents a quaternion left-invariant extended Kalman…

Recent advances in counter-adversarial systems have garnered significant research attention to inverse filtering from a Bayesian perspective. For example, interest in estimating the adversary's Kalman filter tracked estimate with the…

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…

This paper considers the problem of data-driven robust control design for nonlinear systems, for instance, obtained when discretizing nonlinear partial differential equations (PDEs). A robust learning control approach is developed for…

Legged robots require knowledge of pose and velocity in order to maintain stability and execute walking paths. Current solutions either rely on vision data, which is susceptible to environmental and lighting conditions, or fusion of…

The ensemble Kalman method is introduced for optimizing flow control strategies in order to mitigate the flow-induced vibration of structures. Different types of control strategies such as passive control, open-loop active control, and…

Inverse problems are ubiquitous because they formalize the integration of data with mathematical models. In many scientific applications the forward model is expensive to evaluate, and adjoint computations are difficult to employ; in this…

In this paper, we present a new ensemble-based filter method by reconstructing the analysis step of the particle filter through a transport map, which directly transports prior particles to posterior particles. The transport map is…

Ensemble learning is a popular technique to improve the accuracy of machine learning models. It traditionally hinges on the rationale that aggregating multiple weak models can lead to better models with lower variance and hence higher…

A powerful way to improve performance in machine learning is to construct an ensemble that combines the predictions of multiple models. Ensemble methods are often much more accurate and lower variance than the individual classifiers that…

We propose an ensemble method to improve the generalization performance of trading strategies trained by deep reinforcement learning algorithms in a highly stochastic environment of intraday cryptocurrency portfolio trading. We adopt a…

Ensemble learning has been a focal point of machine learning research due to its potential to improve predictive performance. This study revisits the foundational work on ensemble error decomposition, historically confined to…

Many applications, such as intermittent data assimilation, lead to a recursive application of Bayesian inference within a Monte Carlo context. Popular data assimilation algorithms include sequential Monte Carlo methods and ensemble Kalman…

We consider the problem of joint estimation of structured inverse covariance matrices. We perform the estimation using groups of measurements with different covariances of the same unknown structure. Assuming the inverse covariances to span…

Contemporary tasks of complex system simulation are often related to the issue of uncertainty management. It comes from the lack of information or knowledge about the simulated system as well as from restrictions of the model set being…

Ill-posed inverse problems are ubiquitous in applications. Under- standing of algorithms for their solution has been greatly enhanced by a deep understanding of the linear inverse problem. In the applied communities ensemble-based filtering…

Different approaches to using data-driven methods for subgrid-scale closure modeling have emerged recently. Most of these approaches are data-hungry, and lack interpretability and out-of-distribution generalizability. Here, we use {online}…

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…