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Title: Ensemble transport smoothing. Part II: Nonlinear updates

Journal Article · · Journal of Computational Physics: X

Not Available

Sponsoring Organization:
USDOE
OSTI ID:
2205700
Journal Information:
Journal of Computational Physics: X, Journal Name: Journal of Computational Physics: X Journal Issue: C Vol. 17; ISSN 2590-0552
Publisher:
ElsevierCopyright Statement
Country of Publication:
United States
Language:
English

References (29)

Evaluating raw ensembles with the continuous ranked probability score journal February 2012
An iterative ensemble Kalman smoother: An Iterative Ensemble Kalman Smoother journal October 2013
Localization and the iterative ensemble Kalman smoother: Localization and the IEnKS journal January 2016
On the ensemble Rauch‐Tung‐Striebel smoother and its equivalence to the ensemble Kalman smoother journal February 2016
On the Representation and Learning of Monotone Triangular Transport Maps journal November 2023
The Ensemble Kalman Filter: theoretical formulation and practical implementation journal November 2003
Ensemble smoother with multiple data assimilation journal June 2013
Sequential Monte Carlo with kernel embedded mappings: The mapping particle filter journal November 2019
Graphical models for statistical inference and data assimilation journal June 2007
A hybrid particle-stochastic map filter journal June 2023
Parameter estimation by ensemble Kalman filters with transformed data: Approach and application to hydraulic tomography: PARAMETER ESTIMATION BY tEnKFs journal April 2012
Triangular transformations of measures journal April 2005
Gaussian approximations in filters and smoothers for data assimilation journal January 2019
On dimension reduction in Gaussian filters journal March 2016
A low-rank ensemble Kalman filter for elliptic observations
  • Le Provost, Mathieu; Baptista, Ricardo; Marzouk, Youssef
  • Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, Vol. 478, Issue 2266 https://doi.org/10.1098/rspa.2022.0182
journal October 2022
Probabilistic forecasts, calibration and sharpness journal April 2007
An Ensemble Kalman Filter Implementation Based on Modified Cholesky Decomposition for Inverse Covariance Matrix Estimation journal January 2018
Coupling Techniques for Nonlinear Ensemble Filtering journal November 2022
Fast particle smoothing conference January 2006
Deterministic Nonperiodic Flow journal March 1963
Optimal Sites for Supplementary Weather Observations: Simulation with a Small Model journal February 1998
An Ensemble Kalman Smoother for Nonlinear Dynamics journal June 2000
Obstacles to High-Dimensional Particle Filtering journal December 2008
A Moment Matching Ensemble Filter for Nonlinear Non-Gaussian Data Assimilation journal December 2011
Performance Bounds for Particle Filters Using the Optimal Proposal journal November 2015
Remarks on a Multivariate Transformation journal September 1952
Maximum likelihood estimates of linear dynamic systems journal August 1965
Efficient Implementation of an Iterative Ensemble Smoother for Data Assimilation and Reservoir History Matching journal October 2019
Quasi-static ensemble variational data assimilation: a theoretical and numerical study with the iterative ensemble Kalman smoother journal April 2018

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