Pages that link to "Item:Q2027172"
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The following pages link to An efficient ensemble Kalman filter implementation via shrinkage covariance matrix estimation: exploiting prior knowledge (Q2027172):
Displaying 11 items.
- Combining sensitivities and prior information for covariance localization in the ensemble Kalman filter for petroleum reservoir applications (Q536581) (← links)
- Ensemble Kalman filtering with shrinkage regression techniques (Q536583) (← links)
- Ensemble Kalman filtering for non-linear likelihood models using kernel-shrinkage regression techniques (Q695710) (← links)
- Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants (Q864265) (← links)
- An ensemble Kalman filter implementation based on the Ledoit and Wolf covariance matrix estimator (Q2222066) (← links)
- An Ensemble Kalman Filter Implementation Based on Modified Cholesky Decomposition for Inverse Covariance Matrix Estimation (Q4610145) (← links)
- Covariance kernels investigation from diffusive wave equations for data assimilation in hydrology (Q5062124) (← links)
- An efficient implementation of the ensemble Kalman filter based on an iterative Sherman-Morrison formula (Q5963729) (← links)
- Accelerating inverse inference of ensemble Kalman filter via reduced-order model trained using adaptive sparse observations (Q6117701) (← links)
- A sparse matrix formulation of model-based ensemble Kalman filter (Q6172920) (← links)
- A unified framework for the analysis of accuracy and stability of a class of approximate Gaussian filters for the Navier-Stokes equations (Q6642304) (← links)
