An adaptive ANOVA-based PCKF for high-dimensional nonlinear inverse modeling

DOI10.1016/j.jcp.2013.11.019zbMath1349.65025OpenAlexW2017921350MaRDI QIDQ348643

Dongxiao Zhang, Weixuan Li, Guang Lin

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2013.11.019

zbMATH Keywords

Kalman filteruncertainty quantificationpolynomial chaosadaptive ANOVAinverse modeling

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Probabilistic models, generic numerical methods in probability and statistics (65C20) Analysis of variance and covariance (ANOVA) (62J10)

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Uses Software

• EnKF

Cites Work

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• High dimensional model representations generated from low dimensional data samples. I: mp-cut-HDMR