A sparse matrix formulation of model-based ensemble Kalman filter

DOI10.1007/s11222-023-10228-0zbMath1517.62021arXiv2210.06021OpenAlexW4362555039MaRDI QIDQ6172920

Håkon Gryvill, Håkon Tjelmeland

Publication date: 20 July 2023

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2210.06021

zbMATH Keywords

spatial statisticshidden Markov modelBayesian inferencedata assimilationensemble Kalman filterGaussian Markov random field

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15)

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