A langevinized ensemble Kalman filter for large-scale dynamic learning

DOI10.5705/ss.202022.0172MaRDI QIDQ6554553

Qifan Song, Faming Liang, Unnamed Author

Publication date: 12 June 2024

Published in: STATISTICA SINICA (Search for Journal in Brave)

zbMATH Keywords

inverse problemstate space modeldata assimilationuncertainty quantificationstochastic gradient Markov chain Monte Carlo

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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