Kernel learning backward SDE filter for data assimilation

DOI10.1016/j.jcp.2022.111009OpenAlexW4210585152MaRDI QIDQ2133767

Richard Archibald, Feng Bao

Publication date: 5 May 2022

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

Full work available at URL: https://doi.org/10.1016/j.jcp.2022.111009

zbMATH Keywords

stochastic optimizationbackward stochastic differential equationskernel learningnonlinear filtering problem

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Stochastic processes (60Gxx) Probabilistic methods, stochastic differential equations (65Cxx)

Uses Software

• EnKF

Cites Work

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