Probabilistic Forecasting and Bayesian Data Assimilation

DOI10.1017/CBO9781107706804zbMath1314.62005OpenAlexW1029488735WikidataQ104679946 ScholiaQ104679946MaRDI QIDQ5179035

Colin John Cotter, Sebastian Reich

Publication date: 19 March 2015

Full work available at URL: https://doi.org/10.1017/cbo9781107706804

Mathematics Subject Classification ID

Related Items (83)

Efficient derivative-free Bayesian inference for large-scale inverse problems ⋮ Coupling Techniques for Nonlinear Ensemble Filtering ⋮ Error analysis of proper orthogonal decomposition data assimilation schemes with grad-div stabilization for the Navier-Stokes equations ⋮ Long-Time Stability and Accuracy of the Ensemble Kalman--Bucy Filter for Fully Observed Processes and Small Measurement Noise ⋮ Statistical properties of an enstrophy conserving finite element discretisation for the stochastic quasi-geostrophic equation ⋮ A metric tensor approach to data assimilation with adaptive moving meshes ⋮ Convergence acceleration of ensemble Kalman inversion in nonlinear settings ⋮ Continuous data assimilation for the 3D Ladyzhenskaya model: analysis and computations ⋮ A 4D-Var method with flow-dependent background covariances for the shallow-water equations ⋮ Minimum-correction second-moment matching: theory, algorithms and applications ⋮ Bayesian parameter estimation for the Swift model of eye-movement control during reading ⋮ Autodifferentiable Ensemble Kalman Filters ⋮ A Strongly Convergent Numerical Scheme from Ensemble Kalman Inversion ⋮ Iterated Kalman methodology for inverse problems ⋮ On the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filtering ⋮ Comparison of regularized ensemble Kalman filter and tempered ensemble transform particle filter for an elliptic inverse problem with uncertain boundary conditions ⋮ On convergence rates of adaptive ensemble Kalman inversion for linear ill-posed problems ⋮ Data assimilation with model error: analytical and computational study for sabra shell model ⋮ Mitigating Model Error via a Multimodel Method and Application to Tropical Intraseasonal Oscillations ⋮ Numerical linear algebra in data assimilation ⋮ A framework for machine learning of model error in dynamical systems ⋮ Real-time thermoacoustic data assimilation ⋮ Consensus‐based sampling ⋮ Bayesian calibration for large‐scale fluid structure interaction problems under embedded/immersed boundary framework ⋮ A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters ⋮ Complete Deterministic Dynamics and Spectral Decomposition of the Linear Ensemble Kalman Inversion ⋮ A Seamless Multilevel Ensemble Transform Particle Filter ⋮ Inferring unknown unknowns: regularized bias-aware ensemble Kalman filter ⋮ Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler ⋮ Recovering critical parameter for nonlinear Allen–Cahn equation by fully discrete continuous data assimilation algorithms ^* ⋮ Second-order Accurate Ensemble Transform Particle Filters ⋮ Ensemble transport smoothing. I: Unified framework ⋮ Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation ⋮ A data-driven statistical-stochastic surrogate modeling strategy for complex nonlinear non-stationary dynamics ⋮ Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering ⋮ A low-rank solver for parameter estimation and uncertainty quantification in time-dependent systems of partial differential equations ⋮ Travelling waves and their bifurcations in the Lorenz-96 model ⋮ Diffusion Map-based Algorithm for Gain Function Approximation in the Feedback Particle Filter ⋮ Affine-invariant ensemble transform methods for logistic regression ⋮ Particle Filters for nonlinear data assimilation in high-dimensional systems ⋮ An Ensemble Kalman Filter Implementation Based on Modified Cholesky Decomposition for Inverse Covariance Matrix Estimation ⋮ Random Forward Models and Log-Likelihoods in Bayesian Inverse Problems ⋮ Convergence rates of Gaussian ODE filters ⋮ Analysis of a localised nonlinear ensemble Kalman Bucy filter with complete and accurate observations ⋮ Error analysis of fully discrete mixed finite element data assimilation schemes for the Navier-Stokes equations ⋮ Downscaling data assimilation algorithm with applications to statistical solutions of the Navier-Stokes equations ⋮ Localised sequential state estimation for advection dominated flows with non-Gaussian uncertainty description ⋮ Combined state and parameter estimation in level-set methods ⋮ A Particle Filter for Stochastic Advection by Lie Transport: A Case Study for the Damped and Forced Incompressible Two-Dimensional Euler Equation ⋮ Sequential data assimilation of the stochastic SEIR epidemic model for regional COVID-19 dynamics ⋮ MALA-within-Gibbs Samplers for High-Dimensional Distributions with Sparse Conditional Structure ⋮ On one-dimensional Riccati diffusions ⋮ Convergence analysis of ensemble Kalman inversion: the linear, noisy case ⋮ Uncertainty quantification and optimal decisions ⋮ A Hybrid Ensemble Transform Particle Filter for Nonlinear and Spatially Extended Dynamical Systems ⋮ Data driven recovery of local volatility surfaces ⋮ Strong solvability of a variational data assimilation problem for the primitive equations of large-scale atmosphere and Ocean dynamics ⋮ A Fast Distributed Data-Assimilation Algorithm for Divergence-Free Advection ⋮ Ensemble Kalman methods with constraints ⋮ Multilevel Ensemble Transform Particle Filtering ⋮ Balanced data assimilation for highly oscillatory mechanical systems ⋮ Ensemble Transform Algorithms for Nonlinear Smoothing Problems ⋮ Uniform in Time Error Estimates for a Finite Element Method Applied to a Downscaling Data Assimilation Algorithm for the Navier--Stokes Equations ⋮ Affine Invariant Interacting Langevin Dynamics for Bayesian Inference ⋮ Model reduction and neural networks for parametric PDEs ⋮ Strong convergence rates of probabilistic integrators for ordinary differential equations ⋮ 3D-VAR for parameterized partial differential equations: a certified reduced basis approach ⋮ Constructing Sampling Schemes via Coupling: Markov Semigroups and Optimal Transport ⋮ Data assimilation: The Schrödinger perspective ⋮ Nonlinear Conditional Model Bias Estimation for Data Assimilation ⋮ Reduced basis approximation and a posteriori error bounds for 4D-Var data assimilation ⋮ Transform-based particle filtering for elliptic Bayesian inverse problems ⋮ Minimax state estimates for abstract Neumann problems ⋮ Unnamed Item ⋮ Supervised learning from noisy observations: combining machine-learning techniques with data assimilation ⋮ Fokker--Planck Particle Systems for Bayesian Inference: Computational Approaches ⋮ A Multifidelity Ensemble Kalman Filter with Reduced Order Control Variates ⋮ The parameter Houlihan: a solution to high-throughput identifiability indeterminacy for brutally ill-posed problems ⋮ Continuous Data Assimilation for the Three-Dimensional Navier--Stokes Equations ⋮ Data Assimilation for the Navier--Stokes Equations Using Local Observables ⋮ Controlled interacting particle algorithms for simulation-based reinforcement learning ⋮ Gradient flow structure and convergence analysis of the ensemble Kalman inversion for nonlinear forward models ⋮ Metropolized Randomized Maximum Likelihood for Improved Sampling from Multimodal Distributions

Uses Software

• Matlab

This page was built for publication: Probabilistic Forecasting and Bayesian Data Assimilation