An iterative version of the adaptive Gaussian mixture filter

DOI10.1007/S10596-014-9402-6zbMATH Open1378.86012OpenAlexW2015626270MaRDI QIDQ680289FDOQ680289

Authors: Andreas S. Stordal, Rolf J. Lorentzen 

Publication date: 22 January 2018

Published in: Computational Geosciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10596-014-9402-6

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zbMATH Keywords

data assimilationhistory matchingensemble Kalman filterGaussian mixture filtersiterative importance sampling

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Sampling theory, sample surveys (62D05) Geostatistics (86A32) Geological problems (86A60)

Cites Work

• Sequential Monte Carlo Methods in Practice
• Title not available (Why is that?)
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• Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems
• Bayesian Inference in Econometric Models Using Monte Carlo Integration
• Bridging the ensemble Kalman filter and particle filters: The adaptive Gaussian mixture filter
• Local Adaptive Importance Sampling for Multivariate Densities With Strong Nonlinear Relationships
• Filtering with state space localized Kalman gain

Cited In (8)

• Title not available (Why is that?)
• Box Gaussian Mixture Filter $ $
• Complex geology estimation using the iterative adaptive Gaussian mixture filter
• 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
• Adaptive unscented Gaussian likelihood approximation filter
• Bridging deep convolutional autoencoders and ensemble smoothers for improved estimation of channelized reservoirs
• A modified randomized maximum likelihood for improved Bayesian history matching

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