Ensemble Transform Algorithms for Nonlinear Smoothing Problems
DOI10.1137/19M1239544WikidataQ126398624 ScholiaQ126398624MaRDI QIDQ5208735FDOQ5208735
Authors: Jana de Wiljes, Sahani D. Pathiraja, Sebastian Reich 
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
Bayesian inference (62F15) Monte Carlo methods (65C05) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Inverse problems in geophysics (86A22)
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Cited In (4)
- Ensemble transform algorithms for nonlinear smoothing problems
- Ensemble transport smoothing. I: Unified framework
- Generative Adversarial Network for Probabilistic Forecast of Random Dynamical Systems
- Rao-Blackwellized particle smoothing for mixed linear/nonlinear state-space model with asynchronously dependent noise processes
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