The mean-field ensemble Kalman filter: near-Gaussian setting

Bayesian inference (62F15) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic particle methods (65C35) The dynamics of infinite particle systems (70F45)

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Can local particle filters beat the curse of dimensionality?
Nonlinear stability of the ensemble Kalman filter with adaptive covariance inflation
Ergodicity and stability of the conditional distributions of nondegenerate Markov chains
Refined long-time asymptotics for some polymeric fluid flow models
On the convergence of the ensemble Kalman filter.
On the stability and the uniform propagation of chaos properties of ensemble Kalman-Bucy filters
Performance analysis of local ensemble Kalman filter
Quantization of probability distributions and gradient flows in space dimension 2
Foundations of quantization for probability distributions
Perturbation bounds for Monte Carlo within metropolis via restricted approximations
Ensemble Kalman inversion: mean-field limit and convergence analysis
Ensemble Kalman inversion for nonlinear problems: weights, consistency, and variance bounds
Mean field limit of ensemble square root filters -- discrete and continuous time
Uniform observability of hidden Markov models and filter stability for unstable signals
Iterated Kalman methodology for inverse problems
Sequential Monte Carlo Methods in Practice
Long-Time Asymptotics of the Filtering Distribution for Partially Observed Chaotic Dynamical Systems
Ensemble Kalman methods for inverse problems
STOCHASTIC MEAN-FIELD LIMIT: NON-LIPSCHITZ FORCES AND SWARMING
Yet Another Look at Harris’ Ergodic Theorem for Markov Chains
Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time
Long-Time Stability and Accuracy of the Ensemble Kalman--Bucy Filter for Fully Observed Processes and Small Measurement Noise
Analysis of the Ensemble and Polynomial Chaos Kalman Filters in Bayesian Inverse Problems
Pushing the Limits of Contemporary Statistics: Contributions in Honor of Jayanta K. Ghosh
Stability of Markovian processes I: criteria for discrete-time Chains
Asymptotic Statistics
Nonlinear filtering: Interacting particle resolution
Convergence analysis of ensemble Kalman inversion: the linear, noisy case
Performance of Ensemble Kalman Filters in Large Dimensions
Asymptotic Stability of the Optimal Filter with Respect to Its Initial Condition
Interacting particle systems approximations of the Kushner-Stratonovitch equation
Stable Approximation Schemes for Optimal Filters
Affine Invariant Interacting Langevin Dynamics for Bayesian Inference
Wasserstein stability estimates for covariance-preconditioned Fokker–Planck equations
Efficient derivative-free Bayesian inference for large-scale inverse problems
Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler
An elementary approach to uniform in time propagation of chaos
On the continuous time limit of the ensemble Kalman filter
Probabilistic Forecasting and Bayesian Data Assimilation
Data Assimilation
Analysis of the Ensemble Kalman Filter for Inverse Problems
Ensemble Kalman Sampler: Mean-field Limit and Convergence Analysis
Optimal Transport
On the stability of interacting processes with applications to filtering and genetic algorithms
Localized ensemble Kalman inversion
Inverse Problems and Data Assimilation
Analysis of the ensemble Kalman-Bucy filter for correlated observation noise
On posterior consistency of data assimilation with Gaussian process priors: the 2D-Navier-Stokes equations

This page was built for publication: The mean-field ensemble Kalman filter: near-Gaussian setting