Approximate importance sampling Monte Carlo for data assimilation

DOI10.1016/J.PHYSD.2006.07.031MaRDI QIDQ2371191zbMATH OpenOpenAlexFDO

Authors 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.2006.07.031

zbMATH Keywords

Bayesian analysisdimension reductionimportance samplingparticle filterhierarchical modelsdynamicssufficient statisticensemble forecastinggeostrophy

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Sequential statistical methods (62L99)

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Cites work

• scientific article; zbMATH DE number 46855 (Why is no real title available?)
• scientific article; zbMATH DE number 1303701 (Why is no real title available?)
• scientific article; zbMATH DE number 1522697 (Why is no real title available?)
• scientific article; zbMATH DE number 2117879 (Why is no real title available?)
• A Bayesian tutorial for data assimilation
• Bayesian forecasting and dynamic models
• Likelihood and Bayesian Prediction of Chaotic Systems
• Monte Carlo strategies in scientific computing
• Nonlinear Bayesian estimation using Gaussian sum approximations
• Sequential Monte Carlo Methods in Practice

Cited in

(8)

• Comparison of sequential data assimilation methods for the Kuramoto-Sivashinsky equation
• A framework for multi-model ensembling
• Filtering with state space localized Kalman gain
• Nonlinear data assimilation
• Improved initial sampling for the ensemble Kalman filter
• On spatially correlated observations in importance sampling methods for subsidence estimation
• A guided sequential Monte Carlo method for the assimilation of data into stochastic dynamical systems
• Sampling the posterior: an approach to non-Gaussian data assimilation

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