The Mean Field Ensemble Kalman Filter: Near-Gaussian Setting

zbMatharXiv:2212.13239MaRDI QIDQ6508264

José Antonio Carrillo, Andrew M. Stuart, Franca Hoffmann, Unnamed Author

Publication date: 1 January 1

Mathematics Subject Classification ID

Bayesian inference (62F15) Filtering in stochastic control theory (93E11) Stochastic particle methods (65C35) The dynamics of infinite particle systems (70F45)

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