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08/15/2023
A Statistical Framework and Analysis for Perfect Radar Pulse Compression
Perfect radar pulse compression coding is a potential emerging field whi...
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08/11/2023
The Stochastic Steepest Descent Method for Robust Optimization in Banach Spaces
Stochastic gradient methods have been a popular and powerful choice of o...
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12/29/2022
A Data-Adaptive Prior for Bayesian Learning of Kernels in Operators
Kernels are efficient in representing nonlocal dependence and they are w...
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12/11/2022
Bayesian inversion with α-stable priors
We propose to use Lévy α-stable distributions for constructing priors fo...
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08/08/2022
Unbiased Estimation of the Vanilla and Deterministic Ensemble Kalman-Bucy Filters
In this article we consider the development of an unbiased estimator for...
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07/27/2022
On a Dynamic Variant of the Iteratively Regularized Gauss-Newton Method with Sequential Data
For numerous parameter and state estimation problems, assimilating new d...
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07/26/2022
A Review of the EnKF for Parameter Estimation
The ensemble Kalman filter is a well-known and celebrated data assimilat...
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06/14/2022
Unbiased Estimation using the Underdamped Langevin Dynamics
In this work we consider the unbiased estimation of expectations w.r.t. ...
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03/24/2022
Multilevel Bayesian Deep Neural Networks
In this article we consider Bayesian inference associated to deep neural...
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10/18/2021
Adaptive Tikhonov strategies for stochastic ensemble Kalman inversion
Ensemble Kalman inversion (EKI) is a derivative-free optimizer aimed at ...
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09/06/2021
Unbiased Estimation of the Hessian for Partially Observed Diffusions
In this article we consider the development of unbiased estimators of th...
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08/09/2021
Multilevel Estimation of Normalization Constants Using the Ensemble Kalman-Bucy Filter
In this article we consider the application of multilevel Monte Carlo, f...
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08/02/2021
Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling
Multilevel Monte Carlo (MLMC) has become an important methodology in app...
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05/26/2021
Cauchy Markov Random Field Priors for Bayesian Inversion
The use of Cauchy Markov random field priors in statistical inverse prob...
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11/09/2020
Multilevel Ensemble Kalman-Bucy Filters
In this article we consider the linear filtering problem in continuous-t...
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10/26/2020
Iterative Ensemble Kalman Methods: A Unified Perspective with Some New Variants
This paper provides a unified perspective of iterative ensemble Kalman m...
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07/06/2020
Consistency analysis of bilevel data-driven learning in inverse problems
One fundamental problem when solving inverse problems is how to find reg...
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11/06/2019
Convergence Acceleration of Ensemble Kalman Inversion in Nonlinear Settings
Many data-science problems can be formulated as an inverse problem, wher...
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08/12/2019
Elements of asymptotic theory with outer probability measures
Outer measures can be used for statistical inference in place of probabi...
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08/02/2019
On the Incorporation of Box-Constraints for Ensemble Kalman Inversion
The Bayesian approach to inverse problems is widely used in practice to ...
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07/06/2019
Posterior Convergence Analysis of α-Stable Sheets
This paper is concerned with the theoretical understanding of α-stable s...
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07/06/2019