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      • Curriculum Vitae
      • News
      • Papers and Presentations
      • Posts
        • Determinantal Point Processes
        • Gaussian Process Regression via Kalman Filtering
      • Projects
        • Bayesian Filtering for Digital Twins
        • Bayesian Methods for Atomistic Modeling of Materials
        • Controlled Generative Diffusions for Rare-Event Simulation
        • Heteroscedastic Gaussian Process Surrogate Modeling
        • High-Performance Computing for Probabilistic Hazard Analysis
        • Image Segmentation for Land Use Classification
        • Low-Rank Structure in Drift Functions of SDEs
        • Path-Space Approaches to Learning Stochastic Differential Equations
        • Robust Stochastic Optimal Control in Reduced Dimensions
        • Stein Kernelized Dynamics for Active Learning
        • Training Set Selection by Determinantal Point Processes
      • Talks & Presentations
      • Determinantal Point Processes
      • Gaussian Process Regression via Kalman Filtering
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      Posts

      Gaussian Process Regression via Kalman FilteringGaussian Process Regression via Kalman Filtering
      Kalman filtering as an efficient recursive algorithm for GPR
      Tutorial
      Determinantal Point ProcessesDeterminantal Point Processes
      Repulsive point processes for diversity-based subsampling
      Tutorial
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