Minimization for conditional simulation: relationship to optimal transport

DOI10.1016/j.jcp.2014.01.048zbMath1349.62444OpenAlexW1989510446MaRDI QIDQ348953

Dean S. Oliver

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.2014.01.048

zbMATH Keywords

conditional simulationoptimal transportensemble Kalman filterquasi-linearensemble smootheriterative EnKFrandomized maximum likelihood

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

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