Importance sampling approach for the nonstationary approximation error method (Q3069786)

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Importance sampling approach for the nonstationary approximation error method
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    Importance sampling approach for the nonstationary approximation error method (English)
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    20 January 2011
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    numerical example
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    inverse problems
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    Kalman filtering
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    algorithm
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    error statistics
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    importance sampling
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    estimation
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    convection-diffusion problem
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