Coupling Techniques for Nonlinear Ensemble Filtering
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Publication:5044993
DOI10.1137/20M1312204zbMath1503.93045arXiv1907.00389MaRDI QIDQ5044993
Alessio Spantini, Youssef M. Marzouk, Ricardo Baptista
Publication date: 3 November 2022
Published in: SIAM Review (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.00389
nonlinear filtering; localization; state-space models; graphical models; couplings; approximate Bayesian computation; ensemble Kalman filter; transport maps
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