Approximate importance sampling Monte Carlo for data assimilation
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Publication:2371191
DOI10.1016/j.physd.2006.07.031zbMath1113.62028OpenAlexW2097472075MaRDI QIDQ2371191
Christopher K. Wikle, L. Mark Berliner
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.2006.07.031
dynamicsBayesian analysisimportance samplingdimension reductionensemble forecastingparticle filtersufficient statistichierarchical modelsgeostrophy
Related Items (4)
A Framework for Multi-Model Ensembling ⋮ Filtering with state space localized Kalman gain ⋮ Improved initial sampling for the ensemble Kalman filter ⋮ Comparison of sequential data assimilation methods for the Kuramoto-Sivashinsky equation
Cites Work
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- Bayesian forecasting and dynamic models
- A Bayesian tutorial for data assimilation
- Sequential Monte Carlo Methods in Practice
- Likelihood and Bayesian Prediction of Chaotic Systems
- Nonlinear Bayesian estimation using Gaussian sum approximations
- Monte Carlo strategies in scientific computing
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