Covariance Operator Estimation: Sparsity, Lengthscale, and Ensemble Kalman Filters

25 October 2023

Papers citing "Covariance Operator Estimation: Sparsity, Lengthscale, and Ensemble Kalman Filters"

8 / 8 papers shown

Title
Scalable Physics-based Maximum Likelihood Estimation using Hierarchical Matrices Yian Chen M. Anitescu 16 8 0 17 Mar 2023
Minimax Optimal Kernel Operator Learning via Multilevel Training Jikai Jin Yiping Lu Jose H. Blanchet Lexing Ying 60 12 0 28 Sep 2022
Adaptive Functional Thresholding for Sparse Covariance Function Estimation in High Dimensions Qin Fang Shaojun Guo Xinghao Qiao 24 7 0 14 Jul 2022
Localization in Ensemble Kalman inversion Xin T. Tong Matthias Morzfeld 72 18 0 26 Jan 2022
Convergence Rates for Learning Linear Operators from Noisy Data Maarten V. de Hoop Nikola B. Kovachki Nicholas H. Nelsen Andrew M. Stuart 89 56 0 27 Aug 2021
Auto-differentiable Ensemble Kalman Filters Yuming Chen D. Sanz-Alonso Rebecca Willett 57 35 0 16 Jul 2021
Optimal rates of convergence for sparse covariance matrix estimation T. Cai Harrison H. Zhou 117 246 0 13 Feb 2013
Operator norm consistent estimation of large-dimensional sparse covariance matrices N. Karoui 117 397 0 21 Jan 2009