Search Results for author: Manuel Pulido

Found 6 papers, 1 papers with code

Online machine-learning forecast uncertainty estimation for sequential data assimilation

no code implementations12 May 2023 Maximiliano A. Sacco, Manuel Pulido, Juan J. Ruiz, Pierre Tandeo

The performance of this approach is examined within a hybrid data assimilation method that combines a Kalman-like analysis update and the machine learning based estimation of a state-dependent forecast error covariance matrix.

Uncertainty Quantification

Evaluation of Machine Learning Techniques for Forecast Uncertainty Quantification

no code implementations29 Nov 2021 Maximiliano A. Sacco, Juan J. Ruiz, Manuel Pulido, Pierre Tandeo

Experiments using the Lorenz'96 model show that the ANNs are able to emulate some of the properties of ensemble forecasts like the filtering of the most unpredictable modes and a state-dependent quantification of the forecast uncertainty.

BIG-bench Machine Learning Uncertainty Quantification

A Framework for Causal Discovery in non-intervenable systems

no code implementations5 Oct 2020 Peter Jan van Leeuwen, Michael DeCaria, Nachiketa Chakaborty, Manuel Pulido

Many frameworks exist to infer cause and effect relations in complex nonlinear systems but a complete theory is lacking.

Blocking Causal Discovery +1

Kernel embedded nonlinear observational mappings in the variational mapping particle filter

no code implementations29 Jan 2019 Manuel Pulido, Peter Jan vanLeeuwen, Derek J. Posselt

In this work, we evaluate nonlinear observational mappings in the variational mapping method using two approximations that avoid the adjoint, an ensemble based approximation in which the gradient is approximated by the particle covariances in the state and observational spaces the so-called ensemble space and an RKHS approximation in which the observational mapping is embedded in an RKHS and the gradient is derived there.

Kernel embedding of maps for sequential Bayesian inference: The variational mapping particle filter

1 code implementation29 May 2018 Manuel Pulido, Peter Jan vanLeeuwen

In this work, a novel sequential Monte Carlo filter is introduced which aims at efficient sampling of high-dimensional state spaces with a limited number of particles.

Bayesian Inference Sequential Bayesian Inference +1

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