Multi-index ensemble Kalman filtering

DOI10.1016/J.JCP.2022.111561arXiv2104.07263MaRDI QIDQ6365357

Håkon Hoel, Gaukhar Shaimerdenova, Raúl Tempone

Publication date: 15 April 2021

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx) Probabilistic methods, stochastic differential equations (65Cxx)

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