Second-order Accurate Ensemble Transform Particle Filters (Q5357966): Difference between revisions

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scientific article; zbMATH DE number 6775815
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English
Second-order Accurate Ensemble Transform Particle Filters
scientific article; zbMATH DE number 6775815

    Statements

    Second-order Accurate Ensemble Transform Particle Filters (English)
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    18 September 2017
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    Bayesian inference
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    data assimilation
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    particle filter
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    ensemble Kalman filter
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    Sinkhorn approximation
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    sequential Monte Carlo methods
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    parameter estimation
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    nonlinear evolution equations
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    linear transport problem
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    numerical result
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