Understanding the Ensemble Kalman Filter
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Cites work
- scientific article; zbMATH DE number 5040166 (Why is no real title available?)
- scientific article; zbMATH DE number 3297735 (Why is no real title available?)
- A Bayesian tutorial for data assimilation
- Adjustment of an Inverse Matrix Corresponding to a Change in One Element of a Given Matrix
- An ensemble Kalman filter and smoother for satellite data assimilation
- Bayes Linear Estimators for Randomized Response Models
- Bayes Linear Statistics
- Bridging the ensemble Kalman filter and particle filters: The adaptive Gaussian mixture filter
- Dynamic Generalized Linear Models and Bayesian Forecasting
- Ensemble Kalman filters for large geophysical applications
- Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants
- Exploring the need for localization in ensemble data assimilation using a hierarchical ensemble filter
- Nonlinear Bayesian estimation using Gaussian sum approximations
- Posterior Mode Estimation by Extended Kalman Filtering for Multivariate Dynamic Generalized Linear Models
- The Future of Data Analysis
Cited in
(36)- Estimation of DSGE models with the effective lower bound
- Autodifferentiable ensemble Kalman filters
- Sequential estimation of temporally evolving latent space network models
- Application of improved BP neural network in information fusion Kalman filter
- Simulating surface height and terminus position for marine outlet glaciers using a level set method with data assimilation
- Scalable Bayesian Transport Maps for High-Dimensional Non-Gaussian Spatial Fields
- Ensemble Kalman methods for high-dimensional hierarchical dynamic space-time models
- A competitive baseline for deep learning enhanced data assimilation using conditional Gaussian ensemble Kalman filtering
- Hierarchical sparse Cholesky decomposition with applications to high-dimensional spatio-temporal filtering
- Fourier series-based approximation of time-varying parameters in ordinary differential equations
- Ensemble variational Bayesian approximation for the inversion and uncertainty quantification of Darcy flows in heterogeneous porous media with random parameters
- BEM-based magnetic field reconstruction by ensemble Kálmán filtering
- Scalable semiparametric spatio-temporal regression for large data analysis
- An immersed boundary method using online sequential data assimilation
- A sparse matrix formulation of model-based ensemble Kalman filter
- Unknown input observer design for vehicle lateral dynamics described by Takagi–Sugeno fuzzy systems
- Ensemble MCMC: accelerating pseudo-marginal MCMC for state space models using the ensemble Kalman filter
- The potential of the ensemble Kalman filter to improve glacier modeling
- Two filtering methods of forecasting linear and nonlinear dynamics of intensive longitudinal data
- Sequential Monte Carlo smoothing with parameter estimation
- Covariance localization combined with deep learning technology in ensemble Kalman filter
- A Bayesian filtering approach to layer stripping for electrical impedance tomography
- Investigating the association between late spring Gulf of Mexico sea surface temperatures and U.S. Gulf Coast precipitation extremes with focus on Hurricane Harvey
- The scope of the Kalman filter for spatio-temporal applications in environmental science
- Low-cost operator splitting based parallel data assimilation methods with the application in phase-field simulation
- Sequential model identification with reversible jump ensemble data assimilation method
- Reflected stochastic differential equation models for constrained animal movement
- Ensemble-marginalized Kalman filter for linear time-dependent PDEs with noisy boundary conditions: application to heat transfer in building walls
- Multi-Resolution Filters for Massive Spatio-Temporal Data
- Score matching filters for Gaussian Markov random fields with a linear model of the precision matrix
- Reduced-order autodifferentiable ensemble Kalman filters
- Tracking and forecasting oscillatory data streams using Koopman autoencoders and Kalman filtering
- Learning on dynamic statistical manifolds
- Long-time accuracy of ensemble Kalman filters for chaotic dynamical systems and machine-learned dynamical systems
- Analyzing the effects of observation function selection in ensemble Kalman filtering for epidemic models
- Bayesian nonstationary and nonparametric covariance estimation for large spatial data (with discussion)
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