6 citations · 14 across the 6 of their papers we have counts for
3 papers · 1 filter
Model uncertainty estimation using the expectation maximization algorithm and a particle flow filter
María Magdalena Lucini, Peter Jan van Leeuwen, Manuel Pulido
Model error covariances play a central role in the performance of data assimilation methods applied to nonlinear state-space models. However, these covariances are largely unknown…
Spectral estimates for saddle point matrices arising in weak constraint four-dimensional variational data assimilation
Ieva Daužickaitė, Amos S. Lawless, Jennifer A. Scott +1
We consider the large-sparse symmetric linear systems of equations that arise in the solution of weak constraint four-dimensional variational data assimilation, a method of high in…
Kernel embedded nonlinear observational mappings in the variational mapping particle filter
Manuel Pulido, Peter Jan vanLeeuwen, Derek J. Posselt
Recently, some works have suggested methods to combine variational probabilistic inference with Monte Carlo sampling. One promising approach is via local optimal transport. In this…