Analysis of the Ensemble and Polynomial Chaos Kalman Filters in Bayesian Inverse Problems

DOI10.1137/140981319zbMath1339.60041arXiv1504.03529MaRDI QIDQ3452524

Oliver G. Ernst, H.-J. Starkloff, Björn Sprungk

Publication date: 12 November 2015

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.03529

zbMATH Keywords

Bayes estimator; Kalman filters; conditional distribution; Bayesian inverse problems; polynomial chaos

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62F15: Bayesian inference

60G35: Signal detection and filtering (aspects of stochastic processes)

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Uses Software

• EnKF

Cites Work

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