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20152020
most citedThe statistical finite element method (statFEM) for coherent synthesis of observation data and model predictions

80 citations · 114 across the 8 of their papers we have counts for

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2 papers · 1 filter

math.NA2016

A Seamless Multilevel Ensemble Transform Particle Filter

Alastair Gregory, Colin Cotter

This paper presents a seamless algorithm for the application of the multilevel Monte Carlo (MLMC) method to the ensemble transform particle filter (ETPF). The algorithm uses a comb…

math.NA2015

Multilevel Ensemble Transform Particle Filtering

Alastair Gregory, Colin Cotter, Sebastian Reich

This paper extends the Multilevel Monte Carlo variance reduction technique to nonlinear filtering. In particular, Multilevel Monte Carlo is applied to a certain variant of the part…