Probabilistic Forecasting and Bayesian Data Assimilation
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Mathematics for nonmathematicians (engineering, social sciences, etc.) (00A06) Applications of dynamical systems (37N99) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)
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Cited in
(only showing first 100 items - show all)- Travelling waves and their bifurcations in the Lorenz-96 model
- Downscaling data assimilation algorithm with applications to statistical solutions of the Navier-Stokes equations
- On one-dimensional Riccati diffusions
- Data driven recovery of local volatility surfaces
- Strong solvability of a variational data assimilation problem for the primitive equations of large-scale atmosphere and Ocean dynamics
- Balanced data assimilation for highly oscillatory mechanical systems
- Model reduction and neural networks for parametric PDEs
- Reduced basis approximation and a posteriori error bounds for 4D-Var data assimilation
- Supervised learning from noisy observations: combining machine-learning techniques with data assimilation
- Controlled interacting particle algorithms for simulation-based reinforcement learning
- Error analysis of proper orthogonal decomposition data assimilation schemes with grad-div stabilization for the Navier-Stokes equations
- A metric tensor approach to data assimilation with adaptive moving meshes
- Continuous data assimilation for the 3D Ladyzhenskaya model: analysis and computations
- A 4D-Var method with flow-dependent background covariances for the shallow-water equations
- Bayesian parameter estimation for the Swift model of eye-movement control during reading
- Comparison of regularized ensemble Kalman filter and tempered ensemble transform particle filter for an elliptic inverse problem with uncertain boundary conditions
- Convergence rates of Gaussian ODE filters
- Error analysis of fully discrete mixed finite element data assimilation schemes for the Navier-Stokes equations
- Localised sequential state estimation for advection dominated flows with non-Gaussian uncertainty description
- Combined state and parameter estimation in level-set methods
- Sequential data assimilation of the stochastic SEIR epidemic model for regional COVID-19 dynamics
- Strong convergence rates of probabilistic integrators for ordinary differential equations
- 3D-VAR for parameterized partial differential equations: a certified reduced basis approach
- The parameter Houlihan: a solution to high-throughput identifiability indeterminacy for brutally ill-posed problems
- Nonlinear data assimilation
- A Bayesian tutorial for data assimilation
- Minimum-correction second-moment matching: theory, algorithms and applications
- Iterated Kalman methodology for inverse problems
- On convergence rates of adaptive ensemble Kalman inversion for linear ill-posed problems
- Data assimilation with model error: analytical and computational study for sabra shell model
- Affine-invariant ensemble transform methods for logistic regression
- Multilevel ensemble transform particle filtering
- Computational methods for data evaluation and assimilation
- Long-time stability and accuracy of the ensemble Kalman-Bucy filter for fully observed processes and small measurement noise
- MALA-within-Gibbs samplers for high-dimensional distributions with sparse conditional structure
- A strongly convergent numerical scheme from ensemble Kalman inversion
- Book Reviews
- A seamless multilevel ensemble transform particle filter
- Particle Filters for nonlinear data assimilation in high-dimensional systems
- An ensemble Kalman filter implementation based on modified Cholesky decomposition for inverse covariance matrix estimation
- Random forward models and log-likelihoods in Bayesian inverse problems
- Inference via low-dimensional couplings
- Minimax state estimates for abstract Neumann problems
- Convergence analysis of ensemble Kalman inversion: the linear, noisy case
- Uncertainty quantification and optimal decisions
- A fast distributed data-assimilation algorithm for divergence-free advection
- Affine invariant interacting Langevin dynamics for Bayesian inference
- Nonlinear conditional model bias estimation for data assimilation
- Fokker-Planck particle systems for Bayesian inference: computational approaches
- A multifidelity ensemble Kalman filter with reduced order control variates
- Continuous data assimilation for the three-dimensional Navier-Stokes equations
- Data assimilation for the Navier-Stokes equations using local observables
- Efficient derivative-free Bayesian inference for large-scale inverse problems
- Coupling techniques for nonlinear ensemble filtering
- DYNAMIC PROBABILISTIC FORECASTING WITH UNCERTAINTY
- Statistical properties of an enstrophy conserving finite element discretisation for the stochastic quasi-geostrophic equation
- Convergence acceleration of ensemble Kalman inversion in nonlinear settings
- Autodifferentiable ensemble Kalman filters
- Real-time thermoacoustic data assimilation
- Interacting Langevin diffusions: gradient structure and ensemble Kalman sampler
- Diffusion map-based algorithm for gain function approximation in the feedback particle filter
- Analysis of a localised nonlinear ensemble Kalman Bucy filter with complete and accurate observations
- A particle filter for stochastic advection by Lie transport: a case study for the damped and forced incompressible two-dimensional Euler equation
- Ensemble Kalman methods with constraints
- Ensemble Transform Algorithms for Nonlinear Smoothing Problems
- Uniform in time error estimates for a finite element method applied to a downscaling data assimilation algorithm for the Navier-Stokes equations
- Constructing sampling schemes via coupling: Markov semigroups and optimal transport
- Data assimilation: the Schrödinger perspective
- Transform-based particle filtering for elliptic Bayesian inverse problems
- Data Assimilation
- Metropolized randomized maximum likelihood for improved sampling from multimodal distributions
- Statistical estimation and sequential data assimilation
- Second-order Accurate Ensemble Transform Particle Filters
- Probabilistic Forecasts, Calibration and Sharpness
- A hybrid ensemble transform particle filter for nonlinear and spatially extended dynamical systems
- Gradient flow structure and convergence analysis of the ensemble Kalman inversion for nonlinear forward models
- On the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filtering
- Mitigating Model Error via a Multimodel Method and Application to Tropical Intraseasonal Oscillations
- Numerical linear algebra in data assimilation
- A framework for machine learning of model error in dynamical systems
- Consensus‐based sampling
- Bayesian calibration for large‐scale fluid structure interaction problems under embedded/immersed boundary framework
- A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters
- Complete Deterministic Dynamics and Spectral Decomposition of the Linear Ensemble Kalman Inversion
- Inferring unknown unknowns: regularized bias-aware ensemble Kalman filter
- Recovering critical parameter for nonlinear Allen–Cahn equation by fully discrete continuous data assimilation algorithms *
- Ensemble transport smoothing. I: Unified framework
- Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation
- A data-driven statistical-stochastic surrogate modeling strategy for complex nonlinear non-stationary dynamics
- Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering
- A low-rank solver for parameter estimation and uncertainty quantification in time-dependent systems of partial differential equations
- Consistent inference for diffusions from low frequency measurements
- Filtering dynamical systems using observations of statistics
- A tutorial on Bayesian inference for dynamical modeling of eye-movement control during reading
- An adaptive covariance parameterization technique for the ensemble Gaussian mixture filter
- EnKSGD: a class of preconditioned black box optimization and inversion algorithms
- A random batch method for efficient ensemble forecasts of multiscale turbulent systems
- Asymptotic behavior of the forecast-assimilation process with unstable dynamics
- Less interaction with forward models in Langevin dynamics: enrichment and homotopy
- \(\Phi\)-DVAE: physics-informed dynamical variational autoencoders for unstructured data assimilation
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