Affine-mapping based variational ensemble Kalman filter
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Publication:2103971
DOI10.1007/s11222-022-10156-5zbMath1499.62039arXiv2103.06315OpenAlexW4306784204MaRDI QIDQ2103971
Publication date: 9 December 2022
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.06315
Kullback-Leibler divergencedata assimilationensemble Kalman filtersaffine-mappingsequential Bayesian filtering
Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Filtering in stochastic control theory (93E11) Monte Carlo methods (65C05)
Uses Software
Cites Work
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