Bridging the ensemble Kalman filter and particle filters: The adaptive Gaussian mixture filter
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Cites work
- scientific article; zbMATH DE number 1666093 (Why is no real title available?)
- scientific article; zbMATH DE number 5719293 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- scientific article; zbMATH DE number 2117879 (Why is no real title available?)
- Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems
- Data Assimilation
- Gaussian sum particle filtering
- Mixture Kalman Filters
- Sampling the posterior: an approach to non-Gaussian data assimilation
- Sequential Imputations and Bayesian Missing Data Problems
- Sequential Monte Carlo Methods in Practice
- Statistical analysis of finite mixture distributions
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- Affine-mapping based variational ensemble Kalman filter
- Understanding the Ensemble Kalman Filter
- Ensemble smoothers for inference of hidden states and parameters in combinatorial regulatory model
- An adaptive covariance parameterization technique for the ensemble Gaussian mixture filter
- 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
- Hierarchical sparse observation models and informative prior for Bayesian inference of spatially varying parameters
- A hybrid ensemble transform particle filter for nonlinear and spatially extended dynamical systems
- 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
- Bandwidth selection in pre-smoothed particle filters
- Mixtures of multivariate Gaussians
- Adaptive approximation of higher order posterior statistics
- Ensemble Kalman filter based sequential Monte Carlo sampler for sequential Bayesian inference
- A Defensive Marginal Particle Filtering Method for Data Assimilation
- Bridging deep convolutional autoencoders and ensemble smoothers for improved estimation of channelized reservoirs
- An iterative version of the adaptive Gaussian mixture filter
- Second-order Accurate Ensemble Transform Particle Filters
- 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
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