Sampling the posterior: an approach to non-Gaussian data assimilation

DOI10.1016/j.physd.2006.06.009zbMath1113.62026OpenAlexW2161442523WikidataQ101096102 ScholiaQ101096102MaRDI QIDQ2371192

Amit Apte, Jochen Voss, Andrew M. Stuart, Martin Hairer

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.2006.06.009

zbMATH Keywords

Langevin equationdata assimilationstochastic PDEsBayesian filtering

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Bayesian inference (62F15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Numerical analysis or methods applied to Markov chains (65C40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Uses Software

• EnKF

Cites Work

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