Ensemble Kalman Methods for High-Dimensional Hierarchical Dynamic Space-Time Models
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Publication:5130628
DOI10.1080/01621459.2019.1592753zbMath1445.62246arXiv1704.06988OpenAlexW3102649529WikidataQ128185009 ScholiaQ128185009MaRDI QIDQ5130628
Jonathan R. Stroud, Matthias Katzfuss, Christopher K. Wikle
Publication date: 28 October 2020
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1704.06988
Gibbs samplerstate-space modelsdata assimilationparticle filterspatio-temporal statisticsgeoscience applications
Directional data; spatial statistics (62H11) Inference from stochastic processes and prediction (62M20) Geostatistics (86A32)
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