scientific article
From MaRDI portal
Publication:3015759
zbMath1225.93108MaRDI QIDQ3015759
No author found.
Publication date: 13 July 2011
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (50)
Analysis of the Ensemble and Polynomial Chaos Kalman Filters in Bayesian Inverse Problems ⋮ Long-Time Stability and Accuracy of the Ensemble Kalman--Bucy Filter for Fully Observed Processes and Small Measurement Noise ⋮ Log-normalization constant estimation using the ensemble Kalman–Bucy filter with application to high-dimensional models ⋮ Levenberg--Marquardt Methods Based on Probabilistic Gradient Models and Inexact Subproblem Solution, with Application to Data Assimilation ⋮ Recent trends on nonlinear filtering for inverse problems ⋮ On the stability and the uniform propagation of chaos properties of ensemble Kalman-Bucy filters ⋮ Convergence acceleration of ensemble Kalman inversion in nonlinear settings ⋮ Perturbations and projections of Kalman-Bucy semigroups ⋮ Performance analysis of local ensemble Kalman filter ⋮ Autodifferentiable Ensemble Kalman Filters ⋮ A perturbation analysis of stochastic matrix Riccati diffusions ⋮ Analysis of the Ensemble Kalman Filter for Inverse Problems ⋮ Multilevel Ensemble Kalman–Bucy Filters ⋮ A Stochastic Approximation-Langevinized Ensemble Kalman Filter Algorithm for State Space Models with Unknown Parameters ⋮ On the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filtering ⋮ Advanced Multilevel Monte Carlo Methods ⋮ Iterative Bayesian inversion with Gaussian mixtures: finite sample implementation and large sample asymptotics ⋮ Component-wise iterative ensemble Kalman inversion for static Bayesian models with unknown measurement error covariance ⋮ A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters ⋮ On the Stability and the Uniform Propagation of Chaos of a Class of Extended Ensemble Kalman--Bucy Filters ⋮ Tikhonov Regularization within Ensemble Kalman Inversion ⋮ On the Stability of Kalman--Bucy Diffusion Processes ⋮ Comparison of simulation-based algorithms for parameter estimation and state reconstruction in nonlinear state-space models ⋮ BEM-based magnetic field reconstruction by ensemble Kálmán filtering ⋮ Coarse-scale data assimilation as a generic alternative to localization ⋮ Unscented/ensemble transform-based variational filter ⋮ Diffusion Map-based Algorithm for Gain Function Approximation in the Feedback Particle Filter ⋮ Particle Filters for nonlinear data assimilation in high-dimensional systems ⋮ Filtering with state space localized Kalman gain ⋮ Ensemble Kalman Methods for High-Dimensional Hierarchical Dynamic Space-Time Models ⋮ Analysis of a localised nonlinear ensemble Kalman Bucy filter with complete and accurate observations ⋮ On the convergence of a non-linear ensemble Kalman smoother ⋮ Continuous limits for constrained ensemble Kalman filter ⋮ On the convergence of the ensemble Kalman filter. ⋮ On one-dimensional Riccati diffusions ⋮ Importance sampling: intrinsic dimension and computational cost ⋮ Multilevel ensemble Kalman filtering for spatio-temporal processes ⋮ Ensemble Kalman inversion: mean-field limit and convergence analysis ⋮ Deterministic Mean-Field Ensemble Kalman Filtering ⋮ Multilevel Ensemble Transform Particle Filtering ⋮ Multilevel ensemble Kalman filtering ⋮ Well posedness and convergence analysis of the ensemble Kalman inversion ⋮ Data assimilation: The Schrödinger perspective ⋮ Mean field limit of ensemble square root filters -- discrete and continuous time ⋮ Analysis of the feedback particle filter with diffusion map based approximation of the gain ⋮ Learning landmark geodesics using the ensemble Kalman filter ⋮ Score matching filters for Gaussian Markov random fields with a linear model of the precision matrix ⋮ Supervised learning from noisy observations: combining machine-learning techniques with data assimilation ⋮ Generalised particle filters with Gaussian mixtures ⋮ Gradient flow structure and convergence analysis of the ensemble Kalman inversion for nonlinear forward models
Uses Software
This page was built for publication: