Parameter estimation for stiff deterministic dynamical systems via ensemble Kalman filter
From MaRDI portal
Publication:2936490
DOI10.1088/0266-5611/30/10/105008zbMath1302.93200OpenAlexW2075085786WikidataQ57440940 ScholiaQ57440940MaRDI QIDQ2936490
Erkki Somersalo, Andrea Arnold, Daniela Calvetti
Publication date: 17 December 2014
Published in: Inverse Problems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/0266-5611/30/10/105008
Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Cell biology (92C37) Numerical solution of inverse problems involving ordinary differential equations (65L09)
Related Items
Resampled ensemble Kalman inversion for Bayesian parameter estimation with sequential data ⋮ Bayesian Analysis of ODEs: Solver Optimal Accuracy and Bayes Factors ⋮ An approach to periodic, time-varying parameter estimation using nonlinear filtering ⋮ Recovering critical parameter for nonlinear Allen–Cahn equation by fully discrete continuous data assimilation algorithms * ⋮ Fourier series-based approximation of time-varying parameters in ordinary differential equations ⋮ Using Monte Carlo Particle Methods to Estimate and Quantify Uncertainty in Periodic Parameters (Research) ⋮ Beyond the Model Limit: Parameter Inference Across Scales ⋮ Practical identifiability and uncertainty quantification of a pulsatile cardiovascular model ⋮ COVID-19 dynamics across the US: a deep learning study of human mobility and social behavior ⋮ Analyzing the effects of observation function selection in ensemble Kalman filtering for epidemic models ⋮ A Bayesian filtering approach to layer stripping for electrical impedance tomography ⋮ Ensemble Kalman filter based sequential Monte Carlo sampler for sequential Bayesian inference
