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A Seamless Multilevel Ensemble Transform Particle Filter - MaRDI portal

A Seamless Multilevel Ensemble Transform Particle Filter (Q4595781)

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scientific article; zbMATH DE number 6815994
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English
A Seamless Multilevel Ensemble Transform Particle Filter
scientific article; zbMATH DE number 6815994

    Statements

    title
    A Seamless Multilevel Ensemble Transform Particle Filter (English)
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    publication date
    6 December 2017
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    zbMATH Keywords
    multilevel Monte Carlo
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    optimal transport
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    particle filters
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    variance minimization
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    algorithm
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    numerical example
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    Identifiers

    DOI
    10.1137/16M1102021
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    Mathematics Subject Classification ID
    65C05
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    62M20
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    62J10
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    zbMATH DE Number
    6815994
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    arXiv ID
    1611.00266
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    OpenAlex ID
    W2963074897
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