Ensemble Kalman methods: a mean-field perspective

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Cited in

(11)

Coupled stochastic-statistical equations for filtering multiscale turbulent systems
Accuracy of the ensemble Kalman filter in the near-linear setting
Learning enhanced ensemble filters
Data assimilation models for computing probability distributions of complex multiscale systems
Reverse diffusion sampling with tensor train approximations of Hamilton-Jacobi-Bellman equations
The fundamental subspaces of ensemble Kalman inversion
Accuracy improvement in ensemble Kalman inversion through data-informed ensemble selection
Long-time accuracy of ensemble Kalman filters for chaotic dynamical systems and machine-learned dynamical systems
Dropout ensemble Kalman inversion for high dimensional inverse problems
Hyperparameter optimization for randomized algorithms: a case study on random features
A Kernel Formula for Kinetic Fokker-Planck Equations

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