Data Assimilation
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Publication:5261548
DOI10.1007/978-3-319-20325-6zbMATH Open1353.60002arXiv1506.07825OpenAlexW4247915326MaRDI QIDQ5261548FDOQ5261548
Konstantinos C. Zygalakis, K. J. H. Law, A. M. Stuart
Publication date: 3 July 2015
Published in: Texts in Applied Mathematics (Search for Journal in Brave)
Abstract: These notes provide a systematic mathematical treatment of the subject of data assimilation.
Full work available at URL: https://arxiv.org/abs/1506.07825
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- On the Asymptotical Regularization for Linear Inverse Problems in Presence of White Noise
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- Non-asymptotic error estimates for the Laplace approximation in Bayesian inverse problems
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- Ensemble Kalman inversion: a derivative-free technique for machine learning tasks
- Bayesian Probabilistic Numerical Methods in Time-Dependent State Estimation for Industrial Hydrocyclone Equipment
- ISALT: inference-based schemes adaptive to large time-stepping for locally Lipschitz ergodic systems
- A data-driven, physics-informed framework for forecasting the spatiotemporal evolution of chaotic dynamics with nonlinearities modeled as exogenous forcings
- A non-intrusive reduced basis EKI for time fractional diffusion inverse problems
- Kernel learning backward SDE filter for data assimilation
- Fokker--Planck Particle Systems for Bayesian Inference: Computational Approaches
- Tikhonov Regularization within Ensemble Kalman Inversion
- Continuous data assimilation and long-time accuracy in a \(C^0\) interior penalty method for the Cahn-Hilliard equation
- Model reduction of linear dynamical systems via balancing for Bayesian inference
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- Parameter and Uncertainty Estimation for Dynamical Systems Using Surrogate Stochastic Processes
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- Iterated Kalman methodology for inverse problems
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- A comparison of nonlinear extensions to the ensemble Kalman filter. Gaussian anamorphosis and two-step ensemble filters
- A Multifidelity Ensemble Kalman Filter with Reduced Order Control Variates
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- Accuracy of Some Approximate Gaussian Filters for the Navier--Stokes Equation in the Presence of Model Error
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- Ensemble-marginalized Kalman filter for linear time-dependent PDEs with noisy boundary conditions: application to heat transfer in building walls
- A Defensive Marginal Particle Filtering Method for Data Assimilation
- Linearized filtering of affine processes using stochastic Riccati equations
- Optimization based methods for partially observed chaotic systems
- A surrogate-based approach to nonlinear, non-Gaussian joint state-parameter data assimilation
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- Score matching filters for Gaussian Markov random fields with a linear model of the precision matrix
- Supervised learning from noisy observations: combining machine-learning techniques with data assimilation
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- Bayesian system ID: optimal management of parameter, model, and measurement uncertainty
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- Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals
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- A Hybrid Ensemble Transform Particle Filter for Nonlinear and Spatially Extended Dynamical Systems
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- Sequential data assimilation of the stochastic SEIR epidemic model for regional COVID-19 dynamics
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- Learning nonlinear turbulent dynamics from partial observations via analytically solvable conditional statistics
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- Continuous data assimilation for the 3D Ladyzhenskaya model: analysis and computations
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- Markov chain simulation for multilevel Monte Carlo
- Parameter Recovery for the 2 Dimensional Navier--Stokes Equations via Continuous Data Assimilation
- A Practical Example for the Non-linear Bayesian Filtering of Model Parameters
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- Continuous Data Assimilation for the Three-Dimensional Navier--Stokes Equations
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- Analysis of the Ensemble Kalman Filter for Inverse Problems
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- Global in time stability and accuracy of IMEX-FEM data assimilation schemes for Navier-Stokes equations
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- Uncertainty Quantification of Bifurcations in Random Ordinary Differential Equations
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- Model Error Estimation Using the Expectation Maximization Algorithm and a Particle Flow Filter
- Multilevel Markov Chain Monte Carlo for Bayesian Inversion of Parabolic Partial Differential Equations under Gaussian Prior
- Low-rank statistical finite elements for scalable model-data synthesis
- Convergence analysis of ensemble Kalman inversion: the linear, noisy case
- On the continuous time limit of the ensemble Kalman filter
- Efficient State/Parameter Estimation in Nonlinear Unsteady PDEs by a Reduced Basis Ensemble Kalman Filter
- Spatial localization for nonlinear dynamical stochastic models for excitable media
- Long-Time Stability and Accuracy of the Ensemble Kalman--Bucy Filter for Fully Observed Processes and Small Measurement Noise
- Multilevel ensemble Kalman filtering
- Learning interacting particle systems: Diffusion parameter estimation for aggregation equations
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