A langevinized ensemble Kalman filter for large-scale dynamic learning (Q6554553)

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scientific article; zbMATH DE number 7864340
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    A langevinized ensemble Kalman filter for large-scale dynamic learning
    scientific article; zbMATH DE number 7864340

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      A langevinized ensemble Kalman filter for large-scale dynamic learning (English)
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      12 June 2024
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      data assimilation
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      inverse problem
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      state space model
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      stochastic gradient Markov chain Monte Carlo
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      uncertainty quantification
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