Multilevel ensemble Kalman filtering for spatio-temporal processes
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Publication:1996221
DOI10.1007/s00211-020-01159-3zbMath1460.65006arXiv1710.07282OpenAlexW3108269066WikidataQ114852523 ScholiaQ114852523MaRDI QIDQ1996221
Raúl Tempone, Alexey Chernov, Fabio Nobile, Kody J. H. Law, Håkon Hoel
Publication date: 3 March 2021
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.07282
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30) Complexity and performance of numerical algorithms (65Y20)
Related Items (9)
A multigrid/ensemble Kalman filter strategy for assimilation of unsteady flows ⋮ Multilevel estimation of normalization constants using ensemble Kalman-Bucy filters ⋮ Multilevel Ensemble Kalman–Bucy Filters ⋮ Assessment of multilevel ensemble-based data assimilation for reservoir history matching ⋮ A Simple, Bias-free Approximation of Covariance Functions by the Multilevel Monte Carlo Method Having Nearly Optimal Complexity ⋮ A Seamless Multilevel Ensemble Transform Particle Filter ⋮ Multi-index ensemble Kalman filtering ⋮ Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling ⋮ Gradient flow structure and convergence analysis of the ensemble Kalman inversion for nonlinear forward models
Uses Software
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