output
20152023
most citedA Hierarchical Bayes Ensemble Kalman Filter

14 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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3 papers · 1 filter

physics.data-an2023★ 2 cited

Regularization of the ensemble Kalman filter using a non-parametric, non-stationary spatial model

Michael Tsyrulnikov, Arseniy Sotskiy

The sample covariance matrix of a random vector is a good estimate of the true covariance matrix if the sample size is much larger than the length of the vector. In high-dimensiona…

physics.data-an2017★ 4 cited

Impact of non-stationarity on hybrid ensemble filters: A study with a doubly stochastic advection-diffusion-decay model

Michael Tsyrulnikov, Alexander Rakitko

Effects of non-stationarity on the performance of hybrid ensemble filters are studied (by hybrid filters we mean those which blend ensemble covariances with some other regularizing…

physics.data-an2015★ 14 cited

A Hierarchical Bayes Ensemble Kalman Filter

Michael Tsyrulnikov, Alexander Rakitko

A new ensemble filter that allows for the uncertainty in the prior distribution is proposed and tested. The filter relies on the conditional Gaussian distribution of the state give…