Data assimilation: The Schrödinger perspective (Q5230525): Difference between revisions

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+Optimization Methods for Large-Scale Machine Learning
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+Geometric integrators and the Hamiltonian Monte Carlo method
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+On the relation between optimal transport and Schrödinger bridges: a stochastic control viewpoint
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+Entropic and Displacement Interpolation: A Computational Approach Using the Hilbert Metric
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+Optimal Steering of a Linear Stochastic System to a Final Probability Distribution, Part I
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+A Hybrid Ensemble Transform Particle Filter for Nonlinear and Spatially Extended Dynamical Systems
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+Approximate McKean–Vlasov representations for a class of SPDEs
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+A stochastic control approach to reciprocal diffusion processes
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+Long-Time Stability and Accuracy of the Ensemble Kalman--Bucy Filter for Fully Observed Processes and Small Measurement Noise
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+A Deterministic Approximation of Diffusion Equations Using Particles
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+Bridging the ensemble Kalman and particle filters
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+On particle methods for parameter estimation in state-space models
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+Adaptive importance sampling for control and inference
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+Optimal control as a graphical model inference problem
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+Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time
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+A survey of the Schrödinger problem and some of its connections with optimal transport
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+Backward Simulation Methods for Monte Carlo Statistical Inference
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+Scaling Limit of the Stein Variational Gradient Descent: The Mean Field Regime
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+Existence and uniqueness of monotone measure-preserving maps
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+A Variational Approach to Nonlinear Estimation
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+Discrete gradients for computational Bayesian inference
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+Computational Optimal Transport: With Applications to Data Science
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+Particle Filtering for Stochastic Navier--Stokes Signal Observed with Linear Additive Noise
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+A dynamical systems framework for intermittent data assimilation
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+A Nonparametric Ensemble Transform Method for Bayesian Inference
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+Probabilistic Forecasting and Bayesian Data Assimilation
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+Particle Smoothing for Hidden Diffusion Processes: Adaptive Path Integral Smoother
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+Analysis of the Ensemble Kalman Filter for Inverse Problems
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+Diagonal Equivalence to Matrices with Prescribed Row and Column Sums
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+Nonlinear stability and ergodicity of ensemble based Kalman filters
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+A Mean-Field Optimal Control Formulation for Global Optimization
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