Multiscale stochastic modeling for tractable inference and data assimilation

DOI10.1016/j.cma.2007.12.021zbMath1197.65015OpenAlexW2069245597MaRDI QIDQ995308

Myung Jin Choi, Venkat Chandrasekaran, Jason K. Johnson, Dmitry M. Malioutov, Alan S. Willsky

Publication date: 13 September 2010

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cma.2007.12.021

zbMATH Keywords

algorithmsLagrangian relaxationestimationparameter estimationnumerical examplesiterative algorithmswaveletstatistical inferencegraphical modelsdata assimilationmultiresolution modelsmultipole methodsmultiscale Gaussian modelsre-estimation problemvariance estimation methods

Mathematics Subject Classification ID

Point estimation (62F10) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Related Items

Bayesian learning of stochastic dynamical models

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