Luca Ambrogioni

Estimating Nonlinear Dynamics with the ConvNet Smoother

2017 · arXiv (Cornell University)

Estimating the state of a dynamical system from a series of noise-corrupted observations is fundamental in many areas of science and engineering. The most well-known method, the Kalman smoother (and the related Kalman filter), relies …

Wasserstein Variational Inference

2018 · UvA-DARE (University of Amsterdam)

Contains fulltext : 214922.pdf (Publisher’s version ) (Open Access)

Bayesian nonparametric discontinuity design

2019 · arXiv (Cornell University)

Quasi-experimental research designs, such as regression discontinuity and interrupted time series, allow for causal inference in the absence of a randomized controlled trial, at the cost of additional assumptions. In this paper, we provide a …

Integral Transforms from Finite Data: An Application of Gaussian Process\n Regression to Fourier Analysis

2017 · arXiv (Cornell University)

Computing accurate estimates of the Fourier transform of analog signals from\ndiscrete data points is important in many fields of science and engineering.\nThe conventional approach of performing the discrete Fourier transform of the\ndata implicitly assumes periodicity …