A langevinized ensemble Kalman filter for large-scale dynamic learning (Q6554553)

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scientific article; zbMATH DE number 7864340
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A langevinized ensemble Kalman filter for large-scale dynamic learning
scientific article; zbMATH DE number 7864340

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    A langevinized ensemble Kalman filter for large-scale dynamic learning (English)
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    12 June 2024
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    data assimilation
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    inverse problem
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    state space model
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    stochastic gradient Markov chain Monte Carlo
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    uncertainty quantification
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