Resource-Constrained Model Selection for Uncertainty Propagation and Data Assimilation
From MaRDI portal
Publication:5119641
DOI10.1137/19M1263376OpenAlexW3080428649MaRDI QIDQ5119641
Peng Wang, Lun Yang, Daniel M. Tartakovsky
Publication date: 31 August 2020
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/19m1263376
Monte Carlomodel selectiondata assimilationensemble Kalman filteruncertainty quantificationmultifidelity models
Monte Carlo methods (65C05) Navier-Stokes equations for incompressible viscous fluids (76D05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Numerical solutions to stochastic differential and integral equations (65C30)
Uses Software
Cites Work
- Spectral and finite difference solutions of the Burgers equations
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Sequential data assimilation with multiple nonlinear models and applications to subsurface flow
- Accuracy and stability of filters for dissipative PDEs
- The importance of complexity in model selection
- Estimation of distributions via multilevel Monte Carlo with stratified sampling
- Sequential data assimilation with multiple models
- Uncertainty quantification via random domain decomposition and probabilistic collocation on sparse grids
- Multilevel ensemble Kalman filtering
- Optimal Model Management for Multifidelity Monte Carlo Estimation
- A Stochastic Collocation Algorithm with Multifidelity Models
- Multilevel Monte Carlo Methods
- Impact of Data Assimilation on Cost-Accuracy Tradeoff in Multifidelity Models
- Model Selection and Model Averaging
- Model Selection: An Integral Part of Inference
- Model Selection and Multimodel Inference
- Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization
- Data assimilation as a nonlinear dynamical systems problem: Stability and convergence of the prediction-assimilation system
- Data Assimilation
