2 papers
stat.ME2021
A generalised and fully Bayesian framework for ensemble updating
Margrethe Kvale Loe, Håkon Tjelmeland
We propose a generalised framework for the updating of a prior ensemble to a posterior ensemble, an essential yet challenging part in ensemble-based filtering methods. The proposed…
stat.ME2019
Ensemble updating of binary state vectors by maximising the expected number of unchanged components
Margrethe Kvale Loe, Håkon Tjelmeland
In recent years, several ensemble-based filtering methods have been proposed and studied. The main challenge in such procedures is the updating of a prior ensemble to a posterior e…