Implicit sampling, with application to data assimilation

DOI10.1007/s11401-012-0757-5zbMath1261.62084OpenAlexW1969663297MaRDI QIDQ1943077

Matthias Morzfeld, Xuemin Tu, Alexandre Joel Chorin

Publication date: 15 March 2013

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11401-012-0757-5

zbMATH Keywords

importance samplingBayesian estimationdata assimilationparticle filterimplicit filter

Mathematics Subject Classification ID

Related Items (3)

Iterative Importance Sampling Algorithms for Parameter Estimation ⋮ Estimating the uncertainty in underresolved nonlinear dynamics ⋮ Sequential Implicit Sampling Methods for Bayesian Inverse Problems

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