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
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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