Ensemble Transform Algorithms for Nonlinear Smoothing Problems

DOI10.1137/19M1239544MaRDI QIDQ5208735zbMATH OpenWikidataFDO

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

zbMATH Keywords

data assimilationoptimal transportlocalizationsmootheradaptive spread correction

Mathematics Subject Classification ID

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)

Cites work

• scientific article; zbMATH DE number 1666092 (Why is no real title available?)
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• scientific article; zbMATH DE number 1909499 (Why is no real title available?)
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• Data Assimilation
• Deterministic Nonperiodic Flow
• Efficient data assimilation for spatiotemporal chaos: a local ensemble transform Kalman filter
• Ensemble filter techniques for intermittent data assimilation - a survey
• Existence and uniqueness of monotone measure-preserving maps
• Localization and regularization for iterative ensemble smoothers
• Monte Carlo Smoothing for Nonlinear Time Series
• Nonlinear data assimilation
• Optimal Transport
• Oscillation and chaos in physiological control systems
• Probabilistic Forecasting and Bayesian Data Assimilation
• Second-order Accurate Ensemble Transform Particle Filters
• Sequential Monte Carlo Methods in Practice
• Stochastic processes and filtering theory

Cited in

(4)

• Ensemble transport smoothing. I: Unified framework
• Generative Adversarial Network for Probabilistic Forecast of Random Dynamical Systems
• Ensemble transform algorithms for nonlinear smoothing problems
• Rao-Blackwellized particle smoothing for mixed linear/nonlinear state-space model with asynchronously dependent noise processes

Describes a project that uses

Uses Software

• EnKF

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