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Title: Ensemble transport smoothing. Part I: Unified framework

Journal Article · · Journal of Computational Physics: X
; ; ;

Sponsoring Organization:
USDOE
OSTI ID:
2205545
Journal Information:
Journal of Computational Physics: X, Journal Name: Journal of Computational Physics: X Vol. 17 Journal Issue: C; ISSN 2590-0552
Publisher:
ElsevierCopyright Statement
Country of Publication:
United States
Language:
English

References (32)

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Undersampled Dynamic X-Ray Tomography With Dimension Reduction Kalman Filter journal September 2019
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Bayesian inference with optimal maps journal October 2012
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Ensemble Transform Algorithms for Nonlinear Smoothing Problems journal January 2020
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Linear inverse problems for generalised random variables journal August 1989
Fast ensemble smoothing journal February 2007
On the Representation and Learning of Monotone Triangular Transport Maps journal November 2023
A New Approach to Linear Filtering and Prediction Problems journal March 1960
Deterministic Nonperiodic Flow journal March 1963
Variational algorithms for analysis and assimilation of meteorological observations: theoretical aspects journal January 1986
An investigation into the application of an ensemble Kalman smoother to high-dimensional geophysical systems journal January 2008
Efficient Implementation of an Iterative Ensemble Smoother for Data Assimilation and Reservoir History Matching journal October 2019
A consistent interpretation of the stochastic version of the Ensemble Kalman Filter journal June 2020
Ensemble smoother with multiple data assimilation journal June 2013
A Nonparametric Ensemble Transform Method for Bayesian Inference journal January 2013
Obstacles to High-Dimensional Particle Filtering journal December 2008
On the ensemble Rauch‐Tung‐Striebel smoother and its equivalence to the ensemble Kalman smoother journal February 2016
Smoothing Problems in a Bayesian Framework and Their Linear Gaussian Solutions journal February 2012
Graphical models for statistical inference and data assimilation journal June 2007
Maximum likelihood estimates of linear dynamic systems journal August 1965
Performance Bounds for Particle Filters Using the Optimal Proposal journal November 2015

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