Sampling the posterior: an approach to non-Gaussian data assimilation
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Publication:2371192
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Bayesian inference (62F15) Applications of statistics to environmental and related topics (62P12) Numerical analysis or methods applied to Markov chains (65C40)
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Cited in
(46)- The diffusion kernel filter
- Evaluation of Gaussian approximations for data assimilation in reservoir models
- Optimal strategies for the control of autonomous vehicles in data assimilation
- Stability of non-linear filter for deterministic dynamics
- Multi-index ensemble Kalman filtering
- Ensemble Kalman filter based sequential Monte Carlo sampler for sequential Bayesian inference
- Resampled ensemble Kalman inversion for Bayesian parameter estimation with sequential data
- Model reduction of linear dynamical systems via balancing for Bayesian inference
- Recent trends on nonlinear filtering for inverse problems
- Continuous-discrete smoothing of diffusions
- Iterative construction of Gaussian process surrogate models for Bayesian inference
- Nonlinear data assimilation
- A Bayesian tutorial for data assimilation
- Approximate importance sampling Monte Carlo for data assimilation
- A path integral method for data assimilation
- Analysis of SPDEs arising in path sampling. II: The nonlinear case
- Sampling, feasibility, and priors in data assimilation
- Effect of discrete time observations on synchronization in Chua model and applications to data assimilation
- Accelerating Markov chain Monte Carlo with active subspaces
- Bayesian data assimilation in shape registration
- Variational data assimilation using targetted random walks
- Sequential Monte Carlo methods for high-dimensional inverse problems: a case study for the Navier-Stokes equations
- Signal processing problems on function space: Bayesian formulation, stochastic PDEs and effective MCMC methods
- Analysis of the ensemble and polynomial chaos Kalman filters in Bayesian inverse problems
- SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations
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- A machine learning framework for geodesics under spherical Wasserstein-Fisher-Rao metric and its application for weighted sample generation
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- Estimating parameters in stochastic systems: A variational Bayesian approach
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- Bayesian inference with optimal maps
- Sequential data assimilation for PDEs using shape-morphing solutions
- Bayesian inversion of a fractional elliptic system derived from seismic exploration
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