An efficient sampling method for stochastic inverse problems
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Publication:2643629
DOI10.1007/s10589-007-9021-4zbMath1140.93044MaRDI QIDQ2643629
Publication date: 27 August 2007
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-007-9021-4
Burgers equation; Monte Carlo method; Data assimilation; Error covariance matrix; Sensitivity derivatives
65C05: Monte Carlo methods
90C15: Stochastic programming
93E12: Identification in stochastic control theory
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