Parameter estimation for statistical finite elements
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Cites work
- \(\mathrm{SMC}^2\): an efficient algorithm for sequential analysis of state space models
- A comprehensive framework for verification, validation, and uncertainty quantification in scientific computing
- A uniformly convergent adaptive particle filter
- Bayesian calibration of computer models. (With discussion)
- Bayesian filtering and smoothing
- Bayesian fractional posteriors
- Cubature Kalman Filters
- Ensemble samplers with affine invariance
- Indistinguishable states. II: The imperfect model scenario
- Inverse problems: a Bayesian perspective
- Low-rank statistical finite elements for scalable model-data synthesis
- Nested particle filters for online parameter estimation in discrete-time state-space Markov models
- Numerical simulation of the stochastic Korteweg-de Vries equation
- On particle methods for parameter estimation in state-space models
- On the evolution of packets of water waves
- Optimal proposal distributions and adaptive MCMC
- Particle Markov Chain Monte Carlo Methods
- Statistical finite elements for misspecified models
- Statistical finite elements via interacting particle Langevin dynamics
- Stochastic modelling: replacing fast degrees of freedom by noise.
- The statistical finite element method (statFEM) for coherent synthesis of observation data and model predictions
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