Ensemble Transform Algorithms for Nonlinear Smoothing Problems

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

zbMATH Keywords

smootherlocalizationdata assimilationoptimal transportadaptive spread correction

Mathematics Subject Classification ID

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

Uses Software

• EnKF

Cites Work

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• A Hybrid Ensemble Transform Particle Filter for Nonlinear and Spatially Extended Dynamical Systems
• Data Assimilation
• Optimal Transport

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