Motivated by the challenge of incorporating data into misspecified and multiscale dynamical
models, we study a McKean–Vlasov equation that contains the data stream as a common …

In this paper, we combine tools from the study of chaotic dynamical systems with nonlinear
non-Gaussian data assimilation algorithms to produce novel particle filtering algorithms …

In this work we present recent and new results for the theory and algorithms of efficient
estimation of the coarse-grain dynamics of a multiscale chaotic dynamical system, where …

This dissertation addresses theoretical and numerical questions in nonlinear filtering theory
for high dimensional, chaotic, multiple timescale correlated systems. The research is …