A Multifidelity Ensemble Kalman Filter with Reduced Order Control Variates
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Publication:4997361
DOI10.1137/20M1349965zbMath1467.62153arXiv2007.00793OpenAlexW3138078935MaRDI QIDQ4997361
Traian Iliescu, Adrian Sandu, Changhong Mou, Andrey A. Popov
Publication date: 29 June 2021
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.00793
Bayesian inferencedata assimilationreduced order modelingcontrol variatesmultifidelity ensemble Kalman filter
Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)
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