Particle filtering with path sampling and an application to a bimodal ocean current model

DOI10.1016/j.jcp.2009.02.033zbMath1165.76045MaRDI QIDQ1028241

Jonathan Weare

Publication date: 30 June 2009

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2009.02.033

zbMATH Keywords

hybrid Monte Carlo method; Kuroshio current; Markov chain Monte Carlo strategy; parallel marginalization

Mathematics Subject Classification ID

86A05: Hydrology, hydrography, oceanography

76M35: Stochastic analysis applied to problems in fluid mechanics

86-08: Computational methods for problems pertaining to geophysics

Related Items

Adaptive Meshfree Backward SDE Filter, Lévy Backward SDE Filter for Jump Diffusion Processes and Its Applications in Material Sciences, Particle Filtering for Stochastic Navier--Stokes Signal Observed with Linear Additive Noise, Improved particle filters for multi-target tracking, A random map implementation of implicit filters, Tracking rapid intracellular movements: a Bayesian random set approach, Improved distributed particle filters for tracking in a wireless sensor network, Multilevel ensemble Kalman filtering for spatio-temporal processes

Uses Software

• EnKF

Cites Work

• Markov chains and stochastic stability
• Accelerated Monte Carlo for optimal estimation of time series
• Conditional path sampling of SDEs and the Langevin MCMC method
• Following a Moving Target—Monte Carlo Inference for Dynamic Bayesian Models
• Sequential Monte Carlo Methods for Dynamic Systems
• Conditional Expectations and Renormalization
• Dimensional reduction for a Bayesian filter
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