Multiscale stochastic modeling for tractable inference and data assimilation

DOI10.1016/J.CMA.2007.12.021MaRDI QIDQ995308zbMATHOpenAlexFDO

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

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)

• Data assimilation for a multiscale stochastic dynamical system with Gaussian noise
• Multiply-rooted multiscale models for large-scale estimation
• Bayesian learning of stochastic dynamical models
• scientific article; zbMATH DE number 1978936 (Why is no real title available?)
• scientific article; zbMATH DE number 1405811 (Why is no real title available?)
• 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
• Multiscale data synthesis algorithm based on multiscale stochastic model
• Data assimilation in a multi-scale model
• Coarse-gradient Langevin algorithms for dynamic data integration and uncertainty quantification

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