Multiscale stochastic modeling for tractable inference and data assimilation

DOI10.1016/J.CMA.2007.12.021zbMATH Open1197.65015OpenAlexW2069245597MaRDI QIDQ995308FDOQ995308

Authors: Myung Jin Choi, Venkat Chandrasekaran, Dmitry M. Malioutov, Jason K. Johnson, Alan S. Willsky 

Publication date: 13 September 2010

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cma.2007.12.021

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zbMATH Keywords

algorithmsparameter estimationdata assimilationestimationgraphical modelsnumerical examplesstatistical inferenceiterative algorithmswaveletLagrangian relaxationmultipole methodsmultiresolution modelsmultiscale Gaussian modelsre-estimation problemvariance estimation methods

Mathematics Subject Classification ID

Point estimation (62F10) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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Cited In (10)

• Multiply-rooted multiscale models for large-scale estimation
• Title not available (Why is that?)
• Coarse-gradient Langevin algorithms for dynamic data integration and uncertainty quantification
• Data assimilation in a multi-scale model
• Bridging multipoint statistics and truncated Gaussian fields for improved estimation of channelized reservoirs with ensemble methods
• Data-driven stochastic representations of unresolved features in multiscale models
• Title not available (Why is that?)
• Bayesian learning of stochastic dynamical models
• Data assimilation for a multiscale stochastic dynamical system with Gaussian noise
• Multiscale data synthesis algorithm based on multiscale stochastic model

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