A langevinized ensemble Kalman filter for large-scale dynamic learning

DOI10.5705/SS.202022.0172MaRDI QIDQ6554553FDOQ6554553

Authors: Qifan Song, Faming Liang 

Publication date: 12 June 2024

Published in: STATISTICA SINICA (Search for Journal in Brave)

zbMATH Keywords

state space modeldata assimilationinverse problemuncertainty quantificationstochastic gradient Markov chain Monte Carlo

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited In (1)

• An extended Langevinized ensemble Kalman filter for non-Gaussian dynamic systems

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