Ensemble transport smoothing. I: Unified framework

DOI10.1016/j.jcpx.2023.100134arXiv2210.17000MaRDI QIDQ6145480

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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/2210.17000

zbMATH Keywords

smoothingdata assimilationensemble methodstriangular transport

Mathematics Subject Classification ID

Parametric inference (62Fxx) Inference from stochastic processes (62Mxx) Probabilistic methods, stochastic differential equations (65Cxx)

Cites Work

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• Remarks on a Multivariate Transformation

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