A dynamical systems framework for intermittent data assimilation
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Cites work
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 1909499 (Why is no real title available?)
- Approximate McKean-Vlasov representations for a class of SPDEs
- Artificial time integration
- Data Assimilation
- Dynamic Data Assimilation
- Fundamentals of stochastic filtering
- Gradient descent and fast artificial time integration
- Handbook of stochastic methods for physics, chemistry and the natural sciences.
- Statistical and computational inverse problems.
- Stochastic partial differential equations driven by multiparameter fractional white noise
- The Identity of Weak and Strong Extensions of Differential Operators
Cited in
(47)- scientific article; zbMATH DE number 7626720 (Why is no real title available?)
- Well posedness and convergence analysis of the ensemble Kalman inversion
- Autodifferentiable ensemble Kalman filters
- Efficient derivative-free Bayesian inference for large-scale inverse problems
- Ensemble Kalman inversion for nonlinear problems: weights, consistency, and variance bounds
- EnKSGD: a class of preconditioned black box optimization and inversion algorithms
- Controlled interacting particle algorithms for simulation-based reinforcement learning
- Bayesian inference with optimal maps
- Data-driven inference of high-accuracy isostable-based dynamical models in response to external inputs
- Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation
- Data assimilation: the Schrödinger perspective
- Long-time stability and accuracy of the ensemble Kalman-Bucy filter for fully observed processes and small measurement noise
- Birth–death dynamics for sampling: global convergence, approximations and their asymptotics
- Constrained ensemble Langevin Monte Carlo
- Consensus‐based sampling
- Interacting Langevin diffusions: gradient structure and ensemble Kalman sampler
- Ensemble Kalman inversion: mean-field limit and convergence analysis
- McKean--Vlasov SDEs in Nonlinear Filtering
- Ensemble Kalman sampler: mean-field limit and convergence analysis
- A data-driven method for the steady state of randomly perturbed dynamics
- A mean field approximation in data assimilation for nonlinear dynamics
- Iterated Kalman methodology for inverse problems
- Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering
- Multivariable feedback particle filter
- Continuous formulations of the ensemble Kalman filter
- Gradient flow structure and convergence analysis of the ensemble Kalman inversion for nonlinear forward models
- Convergence analysis of ensemble Kalman inversion: the linear, noisy case
- Continuous Time Limit of the Stochastic Ensemble Kalman Inversion: Strong Convergence Analysis
- Image data assimilation with filtering methods
- Continuous data assimilation using general interpolant observables
- Data-driven interpolation of dynamical systems with delay
- Hybrid iterative ensemble smoother for history matching of hierarchical models
- On the consistency of ensemble transform filter formulations
- Affine invariant interacting Langevin dynamics for Bayesian inference
- Minimization for conditional simulation: relationship to optimal transport
- Ensemble Kalman inversion for sparse learning of dynamical systems from time-averaged data
- Ensemble filter techniques for intermittent data assimilation - a survey
- Diffusion map-based algorithm for gain function approximation in the feedback particle filter
- Fokker-Planck particle systems for Bayesian inference: computational approaches
- Analysis of the feedback particle filter with diffusion map based approximation of the gain
- Feedback particle filter for collective inference
- Derivative-Free Bayesian Inversion Using Multiscale Dynamics
- Complete Deterministic Dynamics and Spectral Decomposition of the Linear Ensemble Kalman Inversion
- Affine-invariant ensemble transform methods for logistic regression
- A guided sequential Monte Carlo method for the assimilation of data into stochastic dynamical systems
- Data assimilation for a multiscale stochastic dynamical system with Gaussian noise
- Discrete gradients for computational Bayesian inference
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