Autodifferentiable Ensemble Kalman Filters
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Publication:5089722
DOI10.1137/21M1434477zbMath1493.62499arXiv2107.07687OpenAlexW3184600788MaRDI QIDQ5089722
Yuming Chen, Rebecca Willett, Daniel Sanz-Alonso
Publication date: 15 July 2022
Published in: SIAM Journal on Mathematics of Data Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2107.07687
Artificial neural networks and deep learning (68T07) Markov processes: estimation; hidden Markov models (62M05) Computational methods for problems pertaining to geophysics (86-08) Computational aspects of data analysis and big data (68T09)
Related Items (5)
Reduced-order autodifferentiable ensemble Kalman filters ⋮ A framework for machine learning of model error in dynamical systems ⋮ Quantum Mechanics for Closure of Dynamical Systems ⋮ Discrepancy Modeling Framework: Learning Missing Physics, Modeling Systematic Residuals, and Disambiguating between Deterministic and Random Effects ⋮ Hierarchical ensemble Kalman methods with sparsity-promoting generalized gamma hyperpriors
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Cites Work
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