Minimization for conditional simulation: relationship to optimal transport

DOI10.1016/J.JCP.2014.01.048zbMATH Open1349.62444OpenAlexW1989510446MaRDI QIDQ348953FDOQ348953

Authors: Dean S. Oliver 

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.2014.01.048

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zbMATH Keywords

optimal transportquasi-linearensemble Kalman filterconditional simulationensemble smootheriterative EnKFrandomized maximum likelihood

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Inference from stochastic processes and prediction (62M20)

Cites Work

• Title not available (Why is that?)
• A characterization of random variables with minimum \(L^ 2\)-distance
• The geometry of optimal transportation
• A random map implementation of implicit filters
• Implicit particle filters for data assimilation
• Bayesian inference with optimal maps
• The distance between two random vectors wigh given dispersion matrices
• Optimal mass transport for registration and warping
• On the optimal mapping of distributions
• A dynamical systems framework for intermittent data assimilation
• Mixed \(L^2\)-Wasserstein optimal mapping between prescribed density functions
• Levenberg-Marquardt forms of the iterative ensemble smoother for efficient history matching and uncertainty quantification
• Investigation of the sampling performance of ensemble-based methods with a simple reservoir model
• Regularity of optimal transportation between spaces with different dimensions
• Exact solutions to the transportation problem on the line
• Ensemble filter techniques for intermittent data assimilation - a survey

Cited In (11)

• A Randomized Maximum A Posteriori Method for Posterior Sampling of High Dimensional Nonlinear Bayesian Inverse Problems
• Data assimilation in truncated plurigaussian models: impact of the truncation map
• Entropical optimal transport, Schrödinger's system and algorithms
• Regularized kernel PCA for the efficient parameterization of complex geological models
• Minimax estimation of smooth optimal transport maps
• Calibration of imperfect models to biased observations
• Iterative Importance Sampling Algorithms for Parameter Estimation
• Investigation on principal component analysis parameterizations for history matching channelized facies models with ensemble-based data assimilation
• History matching of dual continuum reservoirs-preserving consistency with the fracture model
• A modified randomized maximum likelihood for improved Bayesian history matching
• Metropolized Randomized Maximum Likelihood for Improved Sampling from Multimodal Distributions

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