The classical development of neural networks has primarily focused on learning mappings between finite dimensional Euclidean spaces or finite sets. We propose a generalization of …
In this chapter the state-of-the-art in data assimilation for high-dimensional highly nonlinear systems is reviewed, and recent developments are highlighted. This knowledge is available …
High-resolution (HR) information of fluid flows, although preferable, is usually less accessible due to limited computational or experimental resources. In many cases, fluid data …
This text provides a framework in which the main objectives of the field of uncertainty quantification (UQ) are defined and an overview of the range of mathematical methods by …
A central research challenge for the mathematical sciences in the twenty-first century is the development of principled methodologies for the seamless integration of (often vast) data …
M Dashti, AM Stuart - arXiv preprint arXiv:1302.6989, 2013 - arxiv.org
These lecture notes highlight the mathematical and computational structure relating to the formulation of, and development of algorithms for, the Bayesian approach to inverse …
The subject of inverse problems in differential equations is of enormous practical importance, and has also generated substantial mathematical and computational …
Many problems arising in applications result in the need to probe a probability distribution for functions. Examples include Bayesian nonparametric statistics and conditioned diffusion …
Abstract The ensemble Kalman filter (EnKF) was introduced by Evensen in 1994 (Evensen 1994 J. Geophys. Res. 99 10143–62) as a novel method for data assimilation: state …