Multilevel Ensemble Transform Particle Filtering (Q2805012)

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Multilevel Ensemble Transform Particle Filtering
scientific article

    Statements

    title
    Multilevel Ensemble Transform Particle Filtering (English)
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    publication date
    9 May 2016
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    zbMATH Keywords
    multilevel Monte Carlo
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    sequential data assimilation
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    optimal transport
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    Identifiers

    DOI
    10.1137/15M1038232
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    Mathematics Subject Classification ID
    65C05
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    62M20
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    93E11
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    93B40
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    90C05
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    zbMATH DE Number
    6578099
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    arXiv ID
    1509.00325
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