Pages that link to "Item:Q864265"
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The following pages link to Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants (Q864265):
Displaying 36 items.
- Simultaneous assimilation of production and seismic data: application to the Norne field (Q2186008) (← links)
- Data-space inversion with ensemble smoother (Q2192795) (← links)
- Minimax estimation of large precision matrices with bandable Cholesky factor (Q2215744) (← links)
- Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factor (Q2252883) (← links)
- Ensemble filter methods with perturbed observations applied to nonlinear problems (Q2269055) (← links)
- NOVELIST estimator of large correlation and covariance matrices and their inverses (Q2273174) (← links)
- A large covariance matrix estimator under intermediate spikiness regimes (Q2293542) (← links)
- Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data (Q2293546) (← links)
- Compressed covariance estimation with automated dimension learning (Q2300095) (← links)
- Mixture ensemble Kalman filters (Q2361189) (← links)
- SURE-tuned tapering estimation of large covariance matrices (Q2361207) (← links)
- Regularized estimation of large covariance matrices (Q2477058) (← links)
- Sparse estimation of large covariance matrices via a nested Lasso penalty (Q2482977) (← links)
- Sparse and low-rank covariance matrix estimation (Q2516376) (← links)
- Uncertainty quantification in the ensemble Kalman filter (Q2868872) (← links)
- State estimation in wall-bounded flow systems. III: The ensemble Kalman filter (Q2891842) (← links)
- Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series (Q3107199) (← links)
- Positive-Definite ℓ<sub>1</sub>-Penalized Estimation of Large Covariance Matrices (Q4904725) (← links)
- Multilevel maximum likelihood estimation with application to covariance matrices (Q5078290) (← links)
- Autodifferentiable Ensemble Kalman Filters (Q5089722) (← links)
- Continuum Covariance Propagation for Understanding Variance Loss in Advective Systems (Q5097852) (← links)
- Ensemble Kalman Methods for High-Dimensional Hierarchical Dynamic Space-Time Models (Q5130628) (← links)
- Tuning-parameter selection in regularized estimations of large covariance matrices (Q5222349) (← links)
- Smooth monotone covariance for elliptical distributions and applications in finance (Q5245911) (← links)
- Covariance estimation via fiducial inference (Q5880096) (← links)
- Understanding the Ensemble Kalman Filter (Q5884466) (← links)
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)
- Estimation of banded time-varying precision matrix based on SCAD and group Lasso (Q6071705) (← links)
- Sequential multilevel assimilation of inverted seismic data (Q6106109) (← links)
- Bayesian nonstationary and nonparametric covariance estimation for large spatial data (with discussion) (Q6121621) (← links)
- BEM-based magnetic field reconstruction by ensemble Kálmán filtering (Q6164532) (← links)
- The minimum covariance determinant estimator for interval-valued data (Q6494424) (← links)
- Target selection in shrinkage estimation of covariance matrix: a structural similarity approach (Q6540901) (← links)
- Sequential maximum correntropy Kalman filtering (Q6563304) (← links)
- A structurally informed data assimilation approach for nonlinear partial differential equations (Q6639315) (← links)
- Bandwidth selection for large covariance and precision matrices (Q6671919) (← links)
