Multi-index ensemble Kalman filtering
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Publication:2083644
DOI10.1016/j.jcp.2022.111561OpenAlexW3155064777MaRDI QIDQ2083644
Gaukhar Shaimerdenova, Håkon Hoel, Raúl Tempone
Publication date: 11 October 2022
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2104.07263
Stochastic analysis (60Hxx) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx) Probabilistic methods, stochastic differential equations (65Cxx)
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