Diagnosis and impacts of non-Gaussianity of innovations in data assimilation

DOI10.1016/j.physd.2010.05.006zbMath1195.62088OpenAlexW2081304985WikidataQ57764294 ScholiaQ57764294MaRDI QIDQ1957111

Marc Bocquet, Olivier Talagrand, Carlos A. L. Pires

Publication date: 24 September 2010

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/inria-00538662/file/PcToBm-physicD2010.pdf

zbMATH Keywords

data assimilationmaximum entropy methodnon-Gaussianityinnovation statistics

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to environmental and related topics (62P12) Bayesian inference (62F15) Hydrology, hydrography, oceanography (86A05) Meteorology and atmospheric physics (86A10) Statistical aspects of information-theoretic topics (62B10)

Uses Software

• GAUSSIAN

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A Mathematical Theory of Communication
• Some numerical experiments with variable-storage quasi-Newton algorithms
• On a measure of multivariate skewness and a test for multivariate normality
• Independent component analysis, a new concept?
• Calculation of maximum entropy densities with application to income distribution
• Entropy densities with an application to autoregressive conditional skewness and kurtosis.
• Information Theory and Statistical Mechanics
• An efficient algorithm to compute maximum entropy densities

This page was built for publication: Diagnosis and impacts of non-Gaussianity of innovations in data assimilation