Data assimilation: The Schrödinger perspective (Q5230525): Difference between revisions

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scientific article; zbMATH DE number 7099164

Language	Label	Description	Also known as
English	Data assimilation: The Schrödinger perspective	scientific article; zbMATH DE number 7099164

Statements

scholarly article

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Data assimilation: The Schrödinger perspective (English)

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publication date

28 August 2019

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full work available at URL

https://arxiv.org/abs/1807.08351

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zbMATH Keywords

data assimilation

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model-based predictions

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sequential data assimilation

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stochastic process

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Sebastian Reich

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Second-order Accurate Ensemble Transform Particle Filters

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Importance sampling: intrinsic dimension and computational cost

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Data Assimilation

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Fundamentals of stochastic filtering

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Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems

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Geometric MCMC for infinite-dimensional inverse problems

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Hybrid Monte Carlo on Hilbert spaces

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A Strongly Convergent Numerical Scheme from Ensemble Kalman Inversion

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Optimization Methods for Large-Scale Machine Learning

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Geometric integrators and the Hamiltonian Monte Carlo method

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Numerical methods for strong solutions of stochastic differential equations: an overview

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Nonlinear data assimilation

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On the relation between optimal transport and Schrödinger bridges: a stochastic control viewpoint

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Entropic and Displacement Interpolation: A Computational Approach Using the Hilbert Metric

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Optimal Steering of a Linear Stochastic System to a Final Probability Distribution, Part I

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A Hybrid Ensemble Transform Particle Filter for Nonlinear and Spatially Extended Dynamical Systems

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Approximate McKean–Vlasov representations for a class of SPDEs

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A stochastic control approach to reciprocal diffusion processes

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Long-Time Stability and Accuracy of the Ensemble Kalman--Bucy Filter for Fully Observed Processes and Small Measurement Noise

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A Deterministic Approximation of Diffusion Equations Using Particles

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Sequential Monte Carlo Methods in Practice

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Bayesian inference with optimal maps

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Data Assimilation

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Entropy minimization and Schrödinger processes in infinite dimensions

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Bridging the ensemble Kalman and particle filters

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Ensemble data assimilation for hyperbolic systems

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Data-Driven Computational Methods

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Controlled sequential Monte Carlo

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Stochastic processes and filtering theory

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On particle methods for parameter estimation in state-space models

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Adaptive importance sampling for control and inference

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Optimal control as a graphical model inference problem

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Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time

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Convergence of the Square Root Ensemble Kalman Filter in the Large Ensemble Limit

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Poisson's Equation in Nonlinear Filtering

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Data Assimilation

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Simulating Hamiltonian Dynamics

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A survey of the Schrödinger problem and some of its connections with optimal transport

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Backward Simulation Methods for Monte Carlo Statistical Inference

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Monte Carlo strategies in scientific computing

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Deterministic Nonperiodic Flow

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Scaling Limit of the Stein Variational Gradient Descent: The Mean Field Regime

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Existence and uniqueness of monotone measure-preserving maps

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A Variational Approach to Nonlinear Estimation

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Maximum-likelihood recursive nonlinear filtering

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A random map implementation of implicit filters

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Bayesian learning for neural networks

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Online natural gradient as a Kalman filter

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Discrete gradients for computational Bayesian inference

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Stochastic Processes and Applications

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Computational Optimal Transport: With Applications to Data Science

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Particle Filtering for Stochastic Navier--Stokes Signal Observed with Linear Additive Noise

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A dynamical systems framework for intermittent data assimilation

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A Nonparametric Ensemble Transform Method for Bayesian Inference

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Probabilistic Forecasting and Bayesian Data Assimilation

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Particle Smoothing for Hidden Diffusion Processes: Adaptive Path Integral Smoother

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Deterministic diffusion of particles

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Analysis of the Ensemble Kalman Filter for Inverse Problems

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Diagonal Equivalence to Matrices with Prescribed Row and Column Sums

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Nonlinear stability and ergodicity of ensemble based Kalman filters

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Optimal Transport

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Feedback Particle Filter

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A Mean-Field Optimal Control Formulation for Global Optimization

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Identifiers

zbMATH Open document ID

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10.1017/S0962492919000011

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:5230525

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