Search Results for author: Daniel Sanz-Alonso

Found 14 papers, 3 papers with code

Gaussian Process Regression under Computational and Epistemic Misspecification

no code implementations14 Dec 2023 Daniel Sanz-Alonso, Ruiyi Yang

Gaussian process regression is a classical kernel method for function estimation and data interpolation.

regression

Ensemble Kalman Filters with Resampling

1 code implementation17 Aug 2023 Omar Al Ghattas, Jiajun Bao, Daniel Sanz-Alonso

Filtering is concerned with online estimation of the state of a dynamical system from partial and noisy observations.

Reduced-Order Autodifferentiable Ensemble Kalman Filters

1 code implementation27 Jan 2023 Yuming Chen, Daniel Sanz-Alonso, Rebecca Willett

This paper introduces a computational framework to reconstruct and forecast a partially observed state that evolves according to an unknown or expensive-to-simulate dynamical system.

Optimization on Manifolds via Graph Gaussian Processes

no code implementations20 Oct 2022 Hwanwoo Kim, Daniel Sanz-Alonso, Ruiyi Yang

We rely on a point cloud of manifold samples to define a graph Gaussian process surrogate model for the objective.

Gaussian Processes

Non-Asymptotic Analysis of Ensemble Kalman Updates: Effective Dimension and Localization

no code implementations5 Aug 2022 Omar Al Ghattas, Daniel Sanz-Alonso

Many modern algorithms for inverse problems and data assimilation rely on ensemble Kalman updates to blend prior predictions with observed data.

Mathematical Foundations of Graph-Based Bayesian Semi-Supervised Learning

no code implementations3 Jul 2022 Nicolas García Trillos, Daniel Sanz-Alonso, Ruiyi Yang

In recent decades, science and engineering have been revolutionized by a momentous growth in the amount of available data.

Computational Efficiency TAG

A Variational Inference Approach to Inverse Problems with Gamma Hyperpriors

no code implementations26 Nov 2021 Shiv Agrawal, Hwanwoo Kim, Daniel Sanz-Alonso, Alexander Strang

Hierarchical models with gamma hyperpriors provide a flexible, sparse-promoting framework to bridge $L^1$ and $L^2$ regularizations in Bayesian formulations to inverse problems.

Model Selection Time Series +3

Auto-differentiable Ensemble Kalman Filters

1 code implementation16 Jul 2021 Yuming Chen, Daniel Sanz-Alonso, Rebecca Willett

Data assimilation is concerned with sequentially estimating a temporally-evolving state.

BIG-bench Machine Learning

Unlabeled Data Help in Graph-Based Semi-Supervised Learning: A Bayesian Nonparametrics Perspective

no code implementations26 Aug 2020 Daniel Sanz-Alonso, Ruiyi Yang

In this paper we analyze the graph-based approach to semi-supervised learning under a manifold assumption.

regression

Local Regularization of Noisy Point Clouds: Improved Global Geometric Estimates and Data Analysis

no code implementations6 Apr 2019 Nicolas Garcia Trillos, Daniel Sanz-Alonso, Ruiyi Yang

Several data analysis techniques employ similarity relationships between data points to uncover the intrinsic dimension and geometric structure of the underlying data-generating mechanism.

Variational Characterizations of Local Entropy and Heat Regularization in Deep Learning

no code implementations29 Jan 2019 Nicolas Garcia Trillos, Zach Kaplan, Daniel Sanz-Alonso

The aim of this paper is to provide new theoretical and computational understanding on two loss regularizations employed in deep learning, known as local entropy and heat regularization.

On the Consistency of Graph-based Bayesian Learning and the Scalability of Sampling Algorithms

no code implementations20 Oct 2017 Nicolas Garcia Trillos, Zachary Kaplan, Thabo Samakhoana, Daniel Sanz-Alonso

A popular approach to semi-supervised learning proceeds by endowing the input data with a graph structure in order to extract geometric information and incorporate it into a Bayesian framework.

Continuum Limit of Posteriors in Graph Bayesian Inverse Problems

no code implementations22 Jun 2017 Nicolas Garcia Trillos, Daniel Sanz-Alonso

We consider the problem of recovering a function input of a differential equation formulated on an unknown domain $M$.

Uncertainty Quantification

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