Approximate importance sampling Monte Carlo for data assimilation
From MaRDI portal
Publication:2371191
DOI10.1016/J.PHYSD.2006.07.031zbMATH Open1113.62028OpenAlexW2097472075MaRDI QIDQ2371191FDOQ2371191
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
Recommendations
Bayesian analysisdimension reductionimportance samplingparticle filterhierarchical modelsdynamicssufficient statisticensemble forecastinggeostrophy
Cites Work
- Sequential Monte Carlo Methods in Practice
- Bayesian forecasting and dynamic models
- Title not available (Why is that?)
- Monte Carlo strategies in scientific computing
- Title not available (Why is that?)
- Nonlinear Bayesian estimation using Gaussian sum approximations
- Title not available (Why is that?)
- Likelihood and Bayesian Prediction of Chaotic Systems
- A Bayesian tutorial for data assimilation
- Title not available (Why is that?)
Cited In (7)
- Nonlinear data assimilation
- Sampling the posterior: an approach to non-Gaussian data assimilation
- Filtering with state space localized Kalman gain
- Improved initial sampling for the ensemble Kalman filter
- A framework for multi-model ensembling
- Comparison of sequential data assimilation methods for the Kuramoto-Sivashinsky equation
- A guided sequential Monte Carlo method for the assimilation of data into stochastic dynamical systems
This page was built for publication: Approximate importance sampling Monte Carlo for data assimilation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2371191)
