Sampling the posterior: an approach to non-Gaussian data assimilation
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Publication:2371192
Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of statistics to environmental and related topics (62P12) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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Cited in
(46)- Sequential data assimilation for PDEs using shape-morphing solutions
- Decreasing flow uncertainty in Bayesian inverse problems through Lagrangian drifter control
- A non-Gaussian Bayesian filter for sequential data assimilation with non-intrusive polynomial chaos expansion
- Recent trends on nonlinear filtering for inverse problems
- Sampling, feasibility, and priors in data assimilation
- A path integral method for data assimilation
- Sampling conditioned hypoelliptic diffusions
- Efficient nonlinear data-assimilation in geophysical fluid dynamics
- Stochastic sensitivity: a computable Lagrangian uncertainty measure for unsteady flows
- Joint estimation of Robin coefficient and domain boundary for the Poisson problem
- SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations
- An entropic Landweber method for linear ill-posed problems
- Bayesian inference with optimal maps
- Nonlinear data assimilation
- Variational data assimilation using targetted random walks
- Continuous-discrete smoothing of diffusions
- Probing robustness of nonlinear filter stability numerically using sinkhorn divergence
- Bayesian inversion of a fractional elliptic system derived from seismic exploration
- Resampled ensemble Kalman inversion for Bayesian parameter estimation with sequential data
- Optimal strategies for the control of autonomous vehicles in data assimilation
- Iterative construction of Gaussian process surrogate models for Bayesian inference
- Analysis of the ensemble and polynomial chaos Kalman filters in Bayesian inverse problems
- Model reduction of linear dynamical systems via balancing for Bayesian inference
- Effect of discrete time observations on synchronization in Chua model and applications to data assimilation
- Multi-index ensemble Kalman filtering
- Chilled sampling for uncertainty quantification: a motivation from a meteorological inverse problem *
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- Bayesian diffusion process models with time-varying parameters
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- Data assimilation using a GPU accelerated path integral Monte Carlo approach
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- Approximate importance sampling Monte Carlo for data assimilation
- Bayesian data assimilation in shape registration
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- Bayesian estimation and entropy for economic dynamic stochastic models: an exploration of overconsumption
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