Probabilistic Forecasting and Bayesian Data Assimilation
From MaRDI portal
Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Inference from stochastic processes and prediction (62M20) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Mathematics for nonmathematicians (engineering, social sciences, etc.) (00A06) Applications of dynamical systems (37N99)
Recommendations
- Bayesian forecasting
- scientific article; zbMATH DE number 5866254
- Bayesian forecasting and dynamic models
- Bayesian estimation and forecasting in non-linear models
- Statistical estimation and sequential data assimilation
- Bayesian forecasting and dynamic models.
- Data-driven probability density forecast for stochastic dynamical systems
- Bayesian forecast combination and Kalman filtering
- A Bayesian tutorial for data assimilation
Cited in
(only showing first 100 items - show all)- Sequential data assimilation for PDEs using shape-morphing solutions
- Determining functionals and data assimilation and a novel regularity criterion for the three-dimensional Navier-Stokes equations
- Data driven recovery of local volatility surfaces
- Sequential data assimilation of the stochastic SEIR epidemic model for regional COVID-19 dynamics
- Filtering dynamical systems using observations of statistics
- A tutorial on Bayesian inference for dynamical modeling of eye-movement control during reading
- Autodifferentiable ensemble Kalman filters
- Coupling techniques for nonlinear ensemble filtering
- Reduced basis approximation and a posteriori error bounds for 4D-Var data assimilation
- Efficient derivative-free Bayesian inference for large-scale inverse problems
- A fast distributed data-assimilation algorithm for divergence-free advection
- Convergence acceleration of ensemble Kalman inversion in nonlinear settings
- A theory of generalized coordinates for stochastic differential equations
- Well-posedness and approximation of reflected McKean-Vlasov SDEs with applications
- Continuous data assimilation for the 3D Ladyzhenskaya model: analysis and computations
- Ensemble Kalman methods: a mean-field perspective
- An adaptive covariance parameterization technique for the ensemble Gaussian mixture filter
- EnKSGD: a class of preconditioned black box optimization and inversion algorithms
- Ensemble Transform Algorithms for Nonlinear Smoothing Problems
- Controlled interacting particle algorithms for simulation-based reinforcement learning
- Recovering critical parameter for nonlinear Allen–Cahn equation by fully discrete continuous data assimilation algorithms *
- Ensemble transport smoothing. I: Unified framework
- Real-time thermoacoustic data assimilation
- Asymptotic behavior of the forecast-assimilation process with unstable dynamics
- Combined state and parameter estimation in level-set methods
- A random batch method for efficient ensemble forecasts of multiscale turbulent systems
- Ensemble-regularized kernel density estimation with applications to the ensemble Gaussian mixture filter
- An ensemble Kalman filter implementation based on modified Cholesky decomposition for inverse covariance matrix estimation
- Error analysis of fully discrete data assimilation algorithms for reaction-diffusion equation
- Nonlinear data assimilation
- A hybrid ensemble transform particle filter for nonlinear and spatially extended dynamical systems
- Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation
- Data assimilation with model error: analytical and computational study for sabra shell model
- Localised sequential state estimation for advection dominated flows with non-Gaussian uncertainty description
- Data assimilation: the Schrödinger perspective
- Particle Filters for nonlinear data assimilation in high-dimensional systems
- Long-time stability and accuracy of the ensemble Kalman-Bucy filter for fully observed processes and small measurement noise
- Model reduction and neural networks for parametric PDEs
- Statistical properties of an enstrophy conserving finite element discretisation for the stochastic quasi-geostrophic equation
- Uniform in time error estimates for a finite element method applied to a downscaling data assimilation algorithm for the Navier-Stokes equations
- A seamless multilevel ensemble transform particle filter
- Random forward models and log-likelihoods in Bayesian inverse problems
- Constructing sampling schemes via coupling: Markov semigroups and optimal transport
- Bayesian parameter estimation for the Swift model of eye-movement control during reading
- A particle filter for stochastic advection by Lie transport: a case study for the damped and forced incompressible two-dimensional Euler equation
- Strong solvability of a variational data assimilation problem for the primitive equations of large-scale atmosphere and Ocean dynamics
- Less interaction with forward models in Langevin dynamics: enrichment and homotopy
- On the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filtering
- Metropolized randomized maximum likelihood for improved sampling from multimodal distributions
- Consensus‐based sampling
- A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters
- Transform-based particle filtering for elliptic Bayesian inverse problems
- A strongly convergent numerical scheme from ensemble Kalman inversion
- Ensemble variational Fokker-Planck methods for data assimilation
- Interacting Langevin diffusions: gradient structure and ensemble Kalman sampler
- Affine invariant ensemble transform methods to improve predictive uncertainty in neural networks
- Analysis of a localised nonlinear ensemble Kalman Bucy filter with complete and accurate observations
- Error analysis of fully discrete mixed finite element data assimilation schemes for the Navier-Stokes equations
- A framework for machine learning of model error in dynamical systems
- Iterated Kalman methodology for inverse problems
- A data-driven statistical-stochastic surrogate modeling strategy for complex nonlinear non-stationary dynamics
- Uncertainty quantification and optimal decisions
- Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering
- 3D-VAR for parameterized partial differential equations: a certified reduced basis approach
- Bayesian calibration for large‐scale fluid structure interaction problems under embedded/immersed boundary framework
- Mitigating Model Error via a Multimodel Method and Application to Tropical Intraseasonal Oscillations
- Discrete-in-time data assimilation for reaction-diffusion models using the delay sparse data
- \(\Phi\)-DVAE: physics-informed dynamical variational autoencoders for unstructured data assimilation
- Coupled stochastic-statistical equations for filtering multiscale turbulent systems
- Accuracy of the ensemble Kalman filter in the near-linear setting
- A metric tensor approach to data assimilation with adaptive moving meshes
- Inference via low-dimensional couplings
- The parameter Houlihan: a solution to high-throughput identifiability indeterminacy for brutally ill-posed problems
- Numerical linear algebra in data assimilation
- Balanced data assimilation for highly oscillatory mechanical systems
- Loss-complexity landscape and model structure functions
- Gradient flow structure and convergence analysis of the ensemble Kalman inversion for nonlinear forward models
- Convergence analysis of ensemble Kalman inversion: the linear, noisy case
- On posterior consistency of data assimilation with Gaussian process priors: the 2D-Navier-Stokes equations
- Minimum-correction second-moment matching: theory, algorithms and applications
- Statistical estimation and sequential data assimilation
- Downscaling data assimilation algorithm with applications to statistical solutions of the Navier-Stokes equations
- Importance sampling for rare event tracking within the ensemble Kalman filtering framework
- Data Assimilation
- Localized Schrödinger bridge sampler
- Learning enhanced ensemble filters
- MALA-within-Gibbs samplers for high-dimensional distributions with sparse conditional structure
- Rigorous convergence bounds for stochastic differential equations with application to uncertainty quantification
- A low-rank solver for parameter estimation and uncertainty quantification in time-dependent systems of partial differential equations
- Continuous data assimilation for the three-dimensional Navier-Stokes equations
- Robust adaptive meshing, mesh density functions, and nonlocal observations for ensemble based data assimilation
- The mean-field ensemble Kalman filter: near-Gaussian setting
- Nonlinear conditional model bias estimation for data assimilation
- Model-free learning of random dynamical system from noisy observations
- Data assimilation models for computing probability distributions of complex multiscale systems
- Affine invariant interacting Langevin dynamics for Bayesian inference
- A 4D-Var method with flow-dependent background covariances for the shallow-water equations
- Convergence rates of Gaussian ODE filters
- On convergence rates of adaptive ensemble Kalman inversion for linear ill-posed problems
- Ensemble Kalman methods with constraints
This page was built for publication: Probabilistic Forecasting and Bayesian Data Assimilation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5179035)
