Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation

DOI10.3934/fods.2022016arXiv2106.07908OpenAlexW3172966827MaRDI QIDQ6154247

Sebastian Krumscheid, Truong-Vinh Hoang, Raúl Tempone, Hermann G. Matthies

Publication date: 14 February 2024

Published in: Foundations of Data Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.07908

zbMATH Keywords

inverse problemconditional expectationnonlinear filterdeep learningweather forecast

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Probabilistic models, generic numerical methods in probability and statistics (65C20) Computational methods for problems pertaining to geophysics (86-08) Neural nets and related approaches to inference from stochastic processes (62M45)

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