Pathwise approximations for the solution of the non-linear filtering problem. - Dan Crisan; Alexander Lobbe; Salvador Ortiz-Latorre (CoRR, 2021)

An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations. - Dan Crisan; Alexander Lobbe; Salvador Ortiz-Latorre (CoRR, 2022)

Deep Learning for the Benes Filter. - Alexander Lobbe (CoRR, 2022)

Comparison of Stochastic Parametrization Schemes using Data Assimilation on Triad Models. - Bertrand Chapron; Dan Crisan; Darryl D. Holm; Oana Lang; Alexander Lobbe; Étienne Mémin (CoRR, 2023)

Generative Modelling of Stochastic Rotating Shallow Water Noise. - Dan Crisan; Oana Lang; Alexander Lobbe (CoRR, 2024)

Bayesian inference for geophysical fluid dynamics using generative models. - Alexander Lobbe; Dan Crisan; Oana Lang (CoRR, 2024)