On the Convergence of the Ensemble Kalman Filter

20 January 2009

Papers citing "On the Convergence of the Ensemble Kalman Filter"

25 / 25 papers shown

Title
Accuracy of the Ensemble Kalman Filter in the Near-Linear Setting Edoardo Calvello Pierre Monmarché Andrew M. Stuart U. Vaes 29 3 0 15 Sep 2024
Ensemble Kalman inversion approximate Bayesian computation R. Everitt 24 0 0 26 Jul 2024
Ensemble Transport Filter via Optimized Maximum Mean Discrepancy Dengfei Zeng Lijian Jiang OT 19 1 0 16 Jul 2024
Uniform error bounds of the ensemble transform Kalman filter for infinite-dimensional dynamics with multiplicative covariance inflation Kota Takeda Takashi Sakajo 14 2 0 06 Feb 2024
Enhancing State Estimation in Robots: A Data-Driven Approach with Differentiable Ensemble Kalman Filters Xinyu Liu Geoffrey Clark Joseph Campbell Yifan Zhou H. B. Amor 21 10 0 19 Aug 2023
Ensemble Kalman Filters with Resampling Omar Al Ghattas Jiajun Bao D. Sanz-Alonso 11 6 0 17 Aug 2023
Non-Asymptotic Analysis of Ensemble Kalman Updates: Effective Dimension and Localization Omar Al Ghattas D. Sanz-Alonso 20 12 0 05 Aug 2022
A comparison of nonlinear extensions to the ensemble Kalman filter: Gaussian Anamorphosis and Two-Step Ensemble Filters Ian G. Grooms 11 10 0 15 Jul 2021
Learning landmark geodesics using Kalman ensembles Andreas Bock C. Cotter 17 0 0 25 Mar 2021
Multilevel Ensemble Kalman-Bucy Filters Neil K. Chada Ajay Jasra Fangyuan Yu 9 16 0 09 Nov 2020
On the Mathematical Theory of Ensemble (Linear-Gaussian) Kalman-Bucy Filtering A. Bishop P. Del Moral 14 26 0 16 Jun 2020
An Explicit Probabilistic Derivation of Inflation in a Scalar Ensemble Kalman Filter for Finite Step, Finite Ensemble Convergence Andrey A. Popov Adrian Sandu 6 12 0 29 Mar 2020
An Optimal Transport Formulation of the Ensemble Kalman Filter Amirhossein Taghvaei P. Mehta 16 22 0 05 Oct 2019
Coupling techniques for nonlinear ensemble filtering Alessio Spantini Ricardo Baptista Youssef Marzouk 20 75 0 30 Jun 2019
Performance analysis of local ensemble Kalman filter Xin T. Tong 44 22 0 25 May 2017
Advanced Multilevel Monte Carlo Methods Ajay Jasra K. Law C. Suciu 22 14 0 24 Apr 2017
Ensemble Kalman methods for high-dimensional hierarchical dynamic space-time models Matthias Katzfuss Jonathan R. Stroud C. Wikle 4 67 0 23 Apr 2017
The Ensemble Kalman Filter: A Signal Processing Perspective Michael Roth Gustaf Hendeby C. Fritsche Fredrik K. Gustafsson 16 73 0 26 Feb 2017
A data-driven method for improving the correlation estimation in serial ensemble Kalman filters M. D. L. Chevrotière J. Harlim 13 11 0 08 Jul 2016
Performance of Ensemble Kalman filters in large dimensions A. Majda Xin T. Tong 14 36 0 30 Jun 2016
Rigorous accuracy and robustness analysis for two-scale reduced random Kalman filters in high dimensions A. Majda Xin T. Tong 16 6 0 29 Jun 2016
Multilevel ensemble Kalman filtering Håkon Hoel K. Law Raúl Tempone 24 77 0 21 Feb 2015
Convergence of the Square Root Ensemble Kalman Filter in the Large Ensemble Limit Evan Kwiatkowski Jan Mandel 28 61 0 15 Apr 2014
Bayesian Tracking of Emerging Epidemics Using Ensemble Optimal Statistical Interpolation (EnOSI) Ashok Krishnamurthy L. Cobb Jan Mandel J. Beezley 63 20 0 25 Sep 2010
Data Driven Computing by the Morphing Fast Fourier Transform Ensemble Kalman Filter in Epidemic Spread Simulations Jan Mandel J. Beezley L. Cobb Ashok Krishnamurthy 54 20 0 09 Mar 2010