Adaptive approximation of higher order posterior statistics

DOI10.1016/J.JCP.2013.11.015MaRDI QIDQ348651zbMATHOpenAlexFDO

Authors Wonjung Lee

Publication date 5 December 2016

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jcp.2013.11.015

zbMATH Keywords

data assimilationuncertainty quantificationWiener chaos expansionnonlinear filtering

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35)

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Cites work

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Cited in

(3)

• Higher-order Bayesian Approximations for Pseudo-posterior Distributions
• Multi-moment statistical characterization and nonlinear filtering of chaos
• Bayesian adaptive estimation: the next dimension

Describes a project that uses

Uses Software

• EnKF

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