10 citations · 38 across the 14 of their papers we have counts for
4 papers · 1 filter
A fast time-stepping strategy for dynamical systems equipped with a surrogate model
Steven Roberts, Andrey A Popov, Arash Sarshar +1
Simulation of complex dynamical systems arising in many applications is computationally challenging due to their size and complexity. Model order reduction, machine learning, and o…
A Multifidelity Ensemble Kalman Filter with Reduced Order Control Variates
Andrey A Popov, Changhong Mou, Traian Iliescu +1
This work develops a new multifidelity ensemble Kalman filter (MFEnKF) algorithm based on linear control variate framework. The approach allows for rigorous multifidelity extension…
An Explicit Probabilistic Derivation of Inflation in a Scalar Ensemble Kalman Filter for Finite Step, Finite Ensemble Convergence
Andrey A Popov, Adrian Sandu
This paper uses a probabilistic approach to analyze the converge of an ensemble Kalman filter solution to an exact Kalman filter solution in the simplest possible setting, the scal…
A Stochastic Covariance Shrinkage Approach in Ensemble Transform Kalman Filtering
Andrey A Popov, Adrian Sandu, Elias D. Nino-Ruiz +1
The Ensemble Kalman Filters (EnKF) employ a Monte-Carlo approach to represent covariance information, and are affected by sampling errors in operational settings where the number o…