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An Optimal Transport Formulation of the Ensemble Kalman Filter

An Optimal Transport Formulation of the Ensemble Kalman Filter

5 October 2019
Amirhossein Taghvaei
P. Mehta
ArXivPDFHTML

Papers citing "An Optimal Transport Formulation of the Ensemble Kalman Filter"

2 / 2 papers shown
Title
An Optimal Transport Formulation of Bayes' Law for Nonlinear Filtering
  Algorithms
An Optimal Transport Formulation of Bayes' Law for Nonlinear Filtering Algorithms
Amirhossein Taghvaei
Bamdad Hosseini
OT
14
17
0
22 Mar 2022
Sharp failure rates for the bootstrap particle filter in high dimensions
Sharp failure rates for the bootstrap particle filter in high dimensions
Peter J. Bickel
Bo Li
T. Bengtsson
61
198
0
21 May 2008
1