Pages that link to "Item:Q864265"
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The following pages link to Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants (Q864265):
Displaying 50 items.
- Minimax optimal estimation of general bandable covariance matrices (Q391515) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Covariance matrix estimation for stationary time series (Q450046) (← links)
- Iterative and algebraic algorithms for the computation of the steady state Kalman filter gain (Q469922) (← links)
- Combining sensitivities and prior information for covariance localization in the ensemble Kalman filter for petroleum reservoir applications (Q536581) (← links)
- Ensemble Kalman filtering with shrinkage regression techniques (Q536583) (← links)
- Multimodal ensemble Kalman filtering using Gaussian mixture models (Q536588) (← links)
- Ensemble-based conditioning of reservoir models to seismic data (Q536595) (← links)
- Cross-covariances and localization for EnKF in multiphase flow data assimilation (Q601225) (← links)
- Closed-loop reservoir management on the Brugge test case (Q601243) (← links)
- On the convergence of the ensemble Kalman filter. (Q664408) (← links)
- The ensemble Kalman filter is an ABC algorithm (Q693369) (← links)
- Evaluation and error analysis: Kalman gain regularization versus covariance regularization (Q695707) (← links)
- Ensemble Kalman filtering for non-linear likelihood models using kernel-shrinkage regression techniques (Q695710) (← links)
- Sampling error distribution for the ensemble Kalman filter update step (Q695757) (← links)
- Partial estimation of covariance matrices (Q714954) (← links)
- Towards a hierarchical parametrization to address prior uncertainty in ensemble-based data assimilation (Q722777) (← links)
- Characterization of non-Gaussian geologic facies distribution using ensemble Kalman filter with probability weighted re-sampling (Q887631) (← links)
- Unbiased ensemble square root filters (Q928942) (← links)
- Improving the ensemble estimate of the Kalman gain by bootstrap sampling (Q964859) (← links)
- Autoregressive frequency detection using regularized least squares (Q972897) (← links)
- Optimal rates of convergence for covariance matrix estimation (Q988000) (← links)
- Covariance regularization by thresholding (Q1000302) (← links)
- Operator norm consistent estimation of large-dimensional sparse covariance matrices (Q1000305) (← links)
- Estimating large correlation matrices for international migration (Q1624816) (← links)
- Ensemble-based multi-scale history-matching using second-generation wavelet transform (Q1640360) (← links)
- High dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood (Q1658345) (← links)
- A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\) (Q1659185) (← links)
- Performance analysis of local ensemble Kalman filter (Q1668684) (← links)
- On the efficient low cost procedure for estimation of high-dimensional prediction error covariance matrices (Q1679123) (← links)
- A hierarchical Bayes ensemble Kalman filter (Q1686738) (← links)
- Investigation on principal component analysis parameterizations for history matching channelized facies models with ensemble-based data assimilation (Q1698334) (← links)
- Localization and regularization for iterative ensemble smoothers (Q1702330) (← links)
- Coarse-scale data assimilation as a generic alternative to localization (Q1702341) (← links)
- Importance sampling: intrinsic dimension and computational cost (Q1750255) (← links)
- Sparse permutation invariant covariance estimation (Q1951760) (← links)
- High dimensional sparse covariance estimation via directed acyclic graphs (Q1952020) (← links)
- Adaptive estimation of covariance matrices via Cholesky decomposition (Q1952094) (← links)
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence (Q1952214) (← links)
- Test for high dimensional covariance matrices (Q1996783) (← links)
- Using a machine learning proxy for localization in ensemble data assimilation (Q2027164) (← links)
- Estimation of autocovariance matrices for high dimensional linear processes (Q2036316) (← links)
- Score matching filters for Gaussian Markov random fields with a linear model of the precision matrix (Q2072672) (← links)
- Simplicial and minimal-variance distances in multivariate data analysis (Q2074654) (← links)
- New challenges in covariance estimation: multiple structures and coarse quantization (Q2106471) (← links)
- Covariance estimation under one-bit quantization (Q2112828) (← links)
- Iterative multilevel assimilation of inverted seismic data (Q2130959) (← links)
- Simultaneous assimilation of production and seismic data: application to the Norne field (Q2186008) (← links)
- Data-space inversion with ensemble smoother (Q2192795) (← links)
- Minimax estimation of large precision matrices with bandable Cholesky factor (Q2215744) (← links)
