2 papers
math.NA2025
Statistical Accuracy of Approximate Filtering Methods
J. A. Carrillo, F. Hoffmann, A. M. Stuart +1
Estimating the statistics of the state of a dynamical system, from partial and noisy observations, is both mathematically challenging and finds wide application. Furthermore, the a…
math.ST2025
Statistical accuracy of the ensemble Kalman filter in the near-linear setting
E. Calvello, J. A. Carrillo, F. Hoffmann +3
Estimating the state of a dynamical system from partial and noisy observations is a ubiquitous problem in a large number of applications, such as probabilistic weather forecasting…