Coupling Techniques for Nonlinear Ensemble Filtering
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Publication:5044993
DOI10.1137/20M1312204zbMath1503.93045arXiv1907.00389OpenAlexW2953480975MaRDI QIDQ5044993
Alessio Spantini, Youssef M. Marzouk, Ricardo Baptista
Publication date: 3 November 2022
Published in: SIAM Review (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.00389
nonlinear filteringlocalizationstate-space modelsgraphical modelscouplingsapproximate Bayesian computationensemble Kalman filtertransport maps
Related Items (5)
Feature-informed data assimilation ⋮ Ensemble transport smoothing. II: Nonlinear updates ⋮ Ensemble transport smoothing. I: Unified framework ⋮ Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation ⋮ Affine-mapping based variational ensemble Kalman filter
Uses Software
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