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08/09/2022
EM algorithm for generalized Ridge regression with spatial covariates
The generalized Ridge penalty is a powerful tool for dealing with overfi...
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05/26/2022
Learning the spatio-temporal relationship between wind and significant wave height using deep learning
Ocean wave climate has a significant impact on near-shore and off-shore ...
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06/16/2020
An algorithm for non-parametric estimation in state-space models
State-space models are ubiquitous in the statistical literature since th...
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07/30/2018
Joint Estimation of Model and Observation Error Covariance Matrices in Data Assimilation: a Review
This paper is a review of a crucial topic in data assimilation: the join...
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04/20/2018
An efficient particle-based method for maximum likelihood estimation in nonlinear state-space models
Data assimilation methods aim at estimating the state of a system by com...
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04/07/2017