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An extended Langevinized ensemble Kalman filter for non-Gaussian dynamic systems - MaRDI portal

An extended Langevinized ensemble Kalman filter for non-Gaussian dynamic systems

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Publication:6661268

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DOI10.1007/s00180-023-01443-4MaRDI QIDQ6661268

Unnamed Author, Unnamed Author, Faming Liang

Publication date: 13 January 2025

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

sequential Monte Carlo state space model ensemble Kalman filter dynamic network embedding

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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