Approximate importance sampling Monte Carlo for data assimilation

DOI10.1016/J.PHYSD.2006.07.031zbMath1113.62028OpenAlexW2097472075MaRDI QIDQ2371191

Christopher K. Wikle, L. Mark Berliner

Publication date: 29 June 2007

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physd.2006.07.031

zbMATH Keywords

dynamicsBayesian analysisimportance samplingdimension reductionensemble forecastingparticle filtersufficient statistichierarchical modelsgeostrophy

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential statistical methods (62L99) Monte Carlo methods (65C05)

Related Items (4)

A Framework for Multi-Model Ensembling ⋮ Filtering with state space localized Kalman gain ⋮ Improved initial sampling for the ensemble Kalman filter ⋮ Comparison of sequential data assimilation methods for the Kuramoto-Sivashinsky equation

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Bayesian forecasting and dynamic models
• A Bayesian tutorial for data assimilation
• Sequential Monte Carlo Methods in Practice
• Likelihood and Bayesian Prediction of Chaotic Systems
• Nonlinear Bayesian estimation using Gaussian sum approximations
• Monte Carlo strategies in scientific computing

This page was built for publication: Approximate importance sampling Monte Carlo for data assimilation