Search Results for author: Maximilian Ramgraber

Found 3 papers, 3 papers with code

Ensemble transport smoothing. Part II: Nonlinear updates

1 code implementation31 Oct 2022 Maximilian Ramgraber, Ricardo Baptista, Dennis McLaughlin, Youssef Marzouk

Smoothing is a specialized form of Bayesian inference for state-space models that characterizes the posterior distribution of a collection of states given an associated sequence of observations.

Bayesian Inference

Ensemble transport smoothing. Part I: Unified framework

1 code implementation31 Oct 2022 Maximilian Ramgraber, Ricardo Baptista, Dennis McLaughlin, Youssef Marzouk

A companion paper (Ramgraber et al., 2023) explores the implementation of nonlinear ensemble transport smoothers in greater depth.

Bayesian Inference Computational Efficiency +2

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