A non-Gaussian Bayesian filter for sequential data assimilation with non-intrusive polynomial chaos expansion

Inference from stochastic processes and prediction (62M20) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65M99)

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