Ensemble Transform Algorithms for Nonlinear Smoothing Problems
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Publication:5208735
DOI10.1137/19M1239544WikidataQ126398624 ScholiaQ126398624MaRDI QIDQ5208735
Jana de Wiljes, Sahani D. Pathiraja, Sebastian Reich
Publication date: 10 January 2020
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1901.06300
Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Filtering in stochastic control theory (93E11) Monte Carlo methods (65C05) Inverse problems in geophysics (86A22)
Related Items (2)
Generative Adversarial Network for Probabilistic Forecast of Random Dynamical Systems ⋮ Ensemble transport smoothing. I: Unified framework
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Cites Work
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