Importance sampling approach for the nonstationary approximation error method
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Publication:3069786
DOI10.1088/0266-5611/26/12/125003zbMATH Open1206.65027OpenAlexW2011262375MaRDI QIDQ3069786FDOQ3069786
Authors:
Publication date: 20 January 2011
Published in: Inverse Problems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/0266-5611/26/12/125003
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estimationimportance samplingalgorithmKalman filteringinverse problemsnumerical exampleconvection-diffusion problemerror statistics
Cited In (10)
- IMPROVING THE NORMALIZED IMPORTANCE SAMPLING ESTIMATOR
- Approximation error approach in spatiotemporally chaotic models with application to Kuramoto-Sivashinsky equation
- Approximation error analysis in nonlinear state estimation with an application to state-space identification
- Iterative updating of model error for Bayesian inversion
- Noise reduction for nonlinear nonstationary time series data using averaging intrinsic mode function
- Approximation errors in nonstationary inverse problems
- Correction of model reduction errors in simulations
- A Non-Data-Aided Maximum Likelihood Time Delay Estimator Using Importance Sampling
- Nonasymptotic performance analysis of importance sampling schemes for small noise diffusions
- Estimation of fixed charge density and diffusivity profiles in cartilage using contrast enhanced computer tomography
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