Ensemble Transform Algorithms for Nonlinear Smoothing Problems

DOI10.1137/19M1239544WikidataQ126398624 ScholiaQ126398624MaRDI QIDQ5208735

Sebastian Reich, Sahani D. Pathiraja, Jana de Wiljes

Publication date: 10 January 2020

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.06300

zbMATH Keywords

smoother; localization; data assimilation; optimal transport; adaptive spread correction

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62F15: Bayesian inference

93E11: Filtering in stochastic control theory

65C05: Monte Carlo methods

86A22: Inverse problems in geophysics

Uses Software

• EnKF