A Bayesian tutorial for data assimilation
From MaRDI portal
Publication:2371188
DOI10.1016/j.physd.2006.09.017zbMath1113.62032OpenAlexW2142127434MaRDI QIDQ2371188
L. Mark Berliner, Christopher K. Wikle
Publication date: 29 June 2007
Published in: Physica D (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physd.2006.09.017
Related Items
Understanding the Ensemble Kalman Filter ⋮ Statistical modelling of individual animal movement: an overview of key methods and a discussion of practical challenges ⋮ Approximate importance sampling Monte Carlo for data assimilation ⋮ Reconstruction of unsteady viscous flows using data assimilation schemes ⋮ Model and data reduction for data assimilation: particle filters employing projected forecasts and data with application to a shallow water model ⋮ A comparison of nonlinear extensions to the ensemble Kalman filter. Gaussian anamorphosis and two-step ensemble filters ⋮ Uncertainty quantification for a sailing yacht hull, using multi-fidelity Kriging ⋮ Information geometry of physics-informed statistical manifolds and its use in data assimilation ⋮ Numerical linear algebra in data assimilation ⋮ Data assimilation for large‐scale spatio‐temporal systems using a location particle smoother ⋮ A statistical overview and perspectives on data assimilation for marine biogeochemical models ⋮ Assimilating catchment processes with monitoring data to estimate sediment loads to the Great Barrier Reef ⋮ Optimal sensor placement for variational data assimilation of unsteady flows past a rotationally oscillating cylinder ⋮ Covariate‐based cepstral parameterizations for time‐varying spatial error covariances ⋮ A coherent structure approach for parameter estimation in Lagrangian data assimilation ⋮ Multivariate spatio‐temporal modelling for assessing Antarctica's present‐day contribution to sea‐level rise ⋮ Hierarchical ensemble Kalman methods with sparsity-promoting generalized gamma hyperpriors ⋮ Ensemble Kalman Methods for High-Dimensional Hierarchical Dynamic Space-Time Models ⋮ Emulator-assisted reduced-rank ecological data assimilation for nonlinear multivariate dynamical spatio-temporal processes ⋮ Resource model updating for compositional geometallurgical variables ⋮ PBDW: a non-intrusive reduced basis data assimilation method and its application to an urban dispersion modeling framework ⋮ Learning on dynamic statistical manifolds ⋮ Bayesian methods for time‐varying state and parameter estimation in induction machines ⋮ Reducing sensors for transient heat transfer problems by means of variational data assimilation ⋮ Mission CO2ntrol: A Statistical Scientist's Role in Remote Sensing of Atmospheric Carbon Dioxide ⋮ Ensemble Kalman filters for dynamical systems with unresolved turbulence ⋮ Modern statistical methods in oceanography: a hierarchical perspective ⋮ Linear and nonlinear sensor placement strategies for mean-flow reconstruction via data assimilation ⋮ p-kernel Stein variational gradient descent for data assimilation and history matching ⋮ Resource and grade control model updating for underground mining production settings ⋮ Gaussian functional regression for linear partial differential equations ⋮ Nonlinear Laplacian spectral analysis: capturing intermittent and low‐frequency spatiotemporal patterns in high‐dimensional data ⋮ Adaptive step-size selection for state-space probabilistic differential equation solvers ⋮ Comparison of sequential data assimilation methods for the Kuramoto-Sivashinsky equation ⋮ Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models ⋮ Bayesian learning of stochastic dynamical models ⋮ Model Error Estimation Using the Expectation Maximization Algorithm and a Particle Flow Filter ⋮ Dynamics of Data-driven Ambiguity Sets for Hyperbolic Conservation Laws with Uncertain Inputs ⋮ Adaptive Uncertainty Quantification for Computational Fluid Dynamics
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
- Bayesian forecasting and dynamic models.
- Statistical decision theory and Bayesian analysis. 2nd ed
- Stochastic processes and filtering theory
- Sequential Monte Carlo Methods in Practice
- Analysing Data from Hormone-Receptor Assays
- Computational aspects of maximum likelihood estimation and reduction in sensitivity function calculations
- On the change of support problem for spatio-temporal data
- Spatiotemporal Hierarchical Bayesian Modeling Tropical Ocean Surface Winds
- Hierarchical Models in Environmental Science
