Ensemble Kalman filter with precision localization

DOI10.1007/S00180-024-01588-WMaRDI QIDQ6977599zbMATH OpenFDO

Authors Håkon Gryvill, Håkon Tjelmeland

Publication date 28 May 2025

Published in Computational Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S00180-024-01588-W

zbMATH Keywords

data assimilationensemble Kalman filterG-Wishart distributionGaussian Markov random fieldlocalizationspatial statistics

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites work

• A direct sampler for G-Wishart variates
• A new look at state-space models for neural data
• Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
• Dynamic matrix-variate graphical models
• Experiments in stochastic computation for high-dimensional graphical models
• Gaussian Markov distributions over finite graphs
• Gaussian Markov Random Fields
• Introduction to Bayesian Tracking and Particle Filters
• State-space models. Applications in economics and finance
• Statistical Analysis of Stochastic Processes in Time
• The generalised product moment distribution in samples from a normal multivariate population.

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