Analysis of the Ensemble and Polynomial Chaos Kalman Filters in Bayesian Inverse Problems

DOI10.1137/140981319zbMath1339.60041arXiv1504.03529OpenAlexW2963874162MaRDI QIDQ3452524

Oliver G. Ernst, H.-J. Starkloff, Björn Sprungk

Publication date: 12 November 2015

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.03529

zbMATH Keywords

Bayes estimatorKalman filtersconditional distributionBayesian inverse problemspolynomial chaos

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Signal detection and filtering (aspects of stochastic processes) (60G35)

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Uses Software

• EnKF

Cites Work

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