Bridging the ensemble Kalman filter and particle filters: The adaptive Gaussian mixture filter
From MaRDI portal
Publication:536585
DOI10.1007/S10596-010-9207-1zbMATH Open1213.62151OpenAlexW2076546887MaRDI QIDQ536585FDOQ536585
Authors: Andreas S. Stordal, Geir Nævdal, Brice Vallès, Hans A. Karlsen, Hans J. Skaug 
Publication date: 19 May 2011
Published in: Computational Geosciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10596-010-9207-1
Recommendations
Cites Work
- Sequential Monte Carlo Methods in Practice
- Statistical analysis of finite mixture distributions
- Title not available (Why is that?)
- Title not available (Why is that?)
- Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems
- Sequential Imputations and Bayesian Missing Data Problems
- Title not available (Why is that?)
- Mixture Kalman Filters
- Gaussian sum particle filtering
- Data Assimilation
- Title not available (Why is that?)
- Sampling the posterior: an approach to non-Gaussian data assimilation
Cited In (35)
- Understanding the Ensemble Kalman Filter
- Affine-mapping based variational ensemble Kalman filter
- Multimodal ensemble Kalman filtering using Gaussian mixture models
- An adaptive covariance parameterization technique for the ensemble Gaussian mixture filter
- Ensemble smoothers for inference of hidden states and parameters in combinatorial regulatory model
- Bayesian inverse problems and Kalman filters
- Bayesian estimation of agent-based models
- An Adaptive Gaussian Sum Kalman Filter Based on a Partial Variational Bayesian Method
- Kalman filter variants in the closed skew normal setting
- A hybrid ensemble transform particle filter for nonlinear and spatially extended dynamical systems
- Hierarchical sparse observation models and informative prior for Bayesian inference of spatially varying parameters
- Complex geology estimation using the iterative adaptive Gaussian mixture filter
- Assessment of ordered sequential data assimilation
- Bridging multipoint statistics and truncated Gaussian fields for improved estimation of channelized reservoirs with ensemble methods
- Iterative Bayesian inversion with Gaussian mixtures: finite sample implementation and large sample asymptotics
- Filtering with state space localized Kalman gain
- Bridging the ensemble Kalman and particle filters
- Ensemble-based filters dealing with non-Gaussianity and nonlinearity
- Uncertainty quantification and optimal decisions
- A comparison of nonlinear extensions to the ensemble Kalman filter. Gaussian anamorphosis and two-step ensemble filters
- Mixture ensemble Kalman filters
- Evaluation of Gaussian approximations for data assimilation in reservoir models
- Parallel probabilistic graphical model approach for nonparametric Bayesian inference
- Mixtures of multivariate Gaussians
- Bandwidth selection in pre-smoothed particle filters
- Ensemble Kalman filter based sequential Monte Carlo sampler for sequential Bayesian inference
- Adaptive approximation of higher order posterior statistics
- A Defensive Marginal Particle Filtering Method for Data Assimilation
- Bridging deep convolutional autoencoders and ensemble smoothers for improved estimation of channelized reservoirs
- Second-order Accurate Ensemble Transform Particle Filters
- An iterative version of the adaptive Gaussian mixture filter
- Bayesian inversion in resin transfer molding
- A modified randomized maximum likelihood for improved Bayesian history matching
- Degeneracy-Free Particle Filter: Ensemble Kalman Smoother Multiple Distribution Estimation Filter
- An IMM filter defined in the linear-circular domain, application to maneuver detection with heading only
Uses Software
This page was built for publication: Bridging the ensemble Kalman filter and particle filters: The adaptive Gaussian mixture filter
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q536585)
