Mixture ensemble Kalman filters

DOI10.1016/j.csda.2011.04.013zbMath1365.62353OpenAlexW2014419986MaRDI QIDQ2361189

Marco Frei, Hans R. Künsch

Publication date: 30 June 2017

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2011.04.013

zbMATH Keywords

nonlinear filteringGaussian mixturesfuzzy clusteringdata assimilationensemble Kalman filter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Filtering in stochastic control theory (93E11) Multivariate analysis and fuzziness (62H86)

Related Items (4)

Editorial: The third special issue on statistical signal extraction and filtering ⋮ A comparison of nonlinear extensions to the ensemble Kalman filter. Gaussian anamorphosis and two-step ensemble filters ⋮ Iterative Bayesian inversion with Gaussian mixtures: finite sample implementation and large sample asymptotics ⋮ A residual-driven adaptive Gaussian mixture approximation for Bayesian inverse problems

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• Filtering via Simulation: Auxiliary Particle Filters
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• Data Assimilation

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