Particle filtering with path sampling and an application to a bimodal ocean current model

DOI10.1016/j.jcp.2009.02.033zbMath1165.76045OpenAlexW2030220471MaRDI QIDQ1028241

Jonathan Weare

Publication date: 30 June 2009

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2009.02.033

zbMATH Keywords

hybrid Monte Carlo methodKuroshio currentMarkov chain Monte Carlo strategyparallel marginalization

Mathematics Subject Classification ID

Hydrology, hydrography, oceanography (86A05) Stochastic analysis applied to problems in fluid mechanics (76M35) Computational methods for problems pertaining to geophysics (86-08)

Related Items (8)

Improved distributed particle filters for tracking in a wireless sensor network ⋮ Adaptive Meshfree Backward SDE Filter ⋮ Improved particle filters for multi-target tracking ⋮ A random map implementation of implicit filters ⋮ Lévy Backward SDE Filter for Jump Diffusion Processes and Its Applications in Material Sciences ⋮ Multilevel ensemble Kalman filtering for spatio-temporal processes ⋮ Particle Filtering for Stochastic Navier--Stokes Signal Observed with Linear Additive Noise ⋮ Tracking rapid intracellular movements: a Bayesian random set approach

Uses Software

• EnKF

Cites Work

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• Markov chains and stochastic stability
• Accelerated Monte Carlo for optimal estimation of time series
• Conditional path sampling of SDEs and the Langevin MCMC method
• Following a Moving Target—Monte Carlo Inference for Dynamic Bayesian Models
• Sequential Monte Carlo Methods for Dynamic Systems
• Conditional Expectations and Renormalization
• Dimensional reduction for a Bayesian filter

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