Search Results - "Lobbe, Alexander"

An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations by Crisan, Dan, Lobbe, Alexander, Ortiz-Latorre, Salvador

“…The filtering equations govern the evolution of the conditional distribution of a signal process given partial, and possibly noisy, observations arriving…”
Get full text

Deep Learning for the Benes Filter by Lobbe, Alexander

“…The Benes filter is a well-known continuous-time stochastic filtering model in one dimension that has the advantage of being explicitly solvable. From an…”
Get full text

Bayesian inference for geophysical fluid dynamics using generative models by Lobbe, Alexander, Crisan, Dan, Lang, Oana

“…Data assimilation plays a crucial role in numerical modeling, enabling the integration of real-world observations into mathematical models to enhance the…”
Get full text

Generative Modelling of Stochastic Rotating Shallow Water Noise by Crisan, Dan, Lang, Oana, Lobbe, Alexander

“…In recent work, the authors have developed a generic methodology for calibrating the noise in fluid dynamics stochastic partial differential equations where…”
Get full text

An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations by Crisan, Dan, Lobbe, Alexander, Ortiz-Latorre, Salvador

“…The filtering equations govern the evolution of the conditional distribution of a signal process given partial, and possibly noisy, observations arriving…”
Get full text

Pathwise approximations for the solution of the non-linear filtering problem by Crisan, Dan, Lobbe, Alexander, Ortiz-Latorre, Salvador

“…We consider high order approximations of the solution of the stochastic filtering problem, derive their pathwise representation in the spirit of the earlier…”
Get full text

Noise calibration for the stochastic rotating shallow water model by Crisan, Dan, Lang, Oana, Lobbe, Alexander, van Leeuwen, Peter Jan, Potthast, Roland

“…Stochastic partial differential equations have been used in a variety of contexts to model the evolution of uncertain dynamical systems. In recent years, their…”
Get full text

Comparison of Stochastic Parametrization Schemes using Data Assimilation on Triad Models by Chapron, Bertrand, Crisan, Dan, Holm, Darryl, Lang, Oana, Lobbe, Alexander, Mémin, Etienne

“…In recent years, stochastic parametrizations have been ubiquitous in modelling uncertainty in fluid dynamics models. One source of model uncertainty comes from…”
Get full text