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Multi-index ensemble Kalman filtering (Q2083644)

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scientific article; zbMATH DE number 7599605

Language	Label	Description	Also known as
English	Multi-index ensemble Kalman filtering	scientific article; zbMATH DE number 7599605

Statements

scholarly article

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Multi-index ensemble Kalman filtering (English)

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Gaukhar Shaimerdenova

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Journal of Computational Physics

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publication date

11 October 2022

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full work available at URL

https://arxiv.org/abs/2104.07263

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zbMATH Keywords

Monte Carlo

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multilevel

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multi-index

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convergence rates

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Kalman filter

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ensemble Kalman filter

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describes a project that uses

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MaRDI profile type

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Central limit theorem for the antithetic multilevel Monte Carlo method

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Sampling the posterior: an approach to non-Gaussian data assimilation

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Multilevel Monte Carlo finite volume methods for random conservation laws with discontinuous flux

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A Study of Elliptic Partial Differential Equations with Jump Diffusion Coefficients

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$hp$-Multilevel Monte Carlo Methods for Uncertainty Quantification of Compressible Navier--Stokes Equations

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Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems

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Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals

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Multilevel sequential Monte Carlo samplers

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Julia: A Fresh Approach to Numerical Computing

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Multilevel Ensemble Kalman–Bucy Filters

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Multilevel ensemble Kalman filtering for spatio-temporal processes

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Continuous Level Monte Carlo and Sample-Adaptive Model Hierarchies

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Importance Sampling for Pathwise Sensitivity of Stochastic Chaotic Systems

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Assessment of multilevel ensemble-based data assimilation for reservoir history matching

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A bi-fidelity ensemble Kalman method for PDE-constrained inverse problems in computational mechanics

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Multilevel Monte Carlo Path Simulation

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Multilevel Monte Carlo estimation of expected information gains

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A Seamless Multilevel Ensemble Transform Particle Filter

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Multilevel ensemble transform particle filtering

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Multi-index Monte Carlo: when sparsity meets sampling

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Multilevel and multi-index Monte Carlo methods for the McKean-Vlasov equation

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Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks

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Central limit theorems for multilevel Monte Carlo methods

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Multilevel ensemble Kalman filtering

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Multilevel Particle Filters

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Non-asymptotic error bounds for the multilevel Monte Carlo Euler method applied to SDEs with constant diffusion coefficient

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Coupling importance sampling and multilevel Monte Carlo using sample average approximation

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An adaptive multilevel Monte Carlo algorithm for the stochastic drift-diffusion-Poisson system

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Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems

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Multilevel sequential Monte Carlo for Bayesian inverse problems

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Deterministic mean-field ensemble Kalman filtering

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A multi-level procedure for enhancing accuracy of machine learning algorithms

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On the convergence of the ensemble Kalman filter.

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A multigrid/ensemble Kalman filter strategy for assimilation of unsteady flows

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Multilevel Sequential Monte Carlo Samplers for Normalizing Constants

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Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation

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A Multifidelity Ensemble Kalman Filter with Reduced Order Control Variates

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Recycling Samples in the Multigrid Multilevel (Quasi-)Monte Carlo Method

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On Multilevel Best Linear Unbiased Estimators

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Estimation of distributions via multilevel Monte Carlo with stratified sampling

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Identifiers

Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.JCP.2022.111561

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Sitelinks

Mathematics(1 entry)

mardi Publication:2083644

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