Ensemble transport smoothing. II: Nonlinear updates

DOI10.1016/j.jcpx.2023.100133arXiv2210.17435MaRDI QIDQ6145479

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Publication date: 9 January 2024

Published in: Journal of Computational Physics: X (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2210.17435

zbMATH Keywords

smoothingdata assimilationensemble methodstriangular transport

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx) Probabilistic methods, stochastic differential equations (65Cxx) Stochastic systems and control (93Exx)

Cites Work

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• Sequential Monte Carlo with kernel embedded mappings: the mapping particle filter
• Graphical models for statistical inference and data assimilation
• On dimension reduction in Gaussian filters
• Deterministic Nonperiodic Flow
• An Ensemble Kalman Filter Implementation Based on Modified Cholesky Decomposition for Inverse Covariance Matrix Estimation
• Coupling Techniques for Nonlinear Ensemble Filtering
• Data Assimilation
• Probabilistic Forecasts, Calibration and Sharpness
• Triangular transformations of measures
• Remarks on a Multivariate Transformation

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