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math.OC2019★ 1 cited
Accounting for model error in Tempered Ensemble Transform Particle Filter and its application to non-additive model error
Svetlana Dubinkina, Sangeetika Ruchi
In this paper, we trivially extend Tempered (Localized) Ensemble Transform Particle Filter---T(L)ETPF---to account for model error. We examine T(L)ETPF performance for non-additive…
stat.CO2019★ 7 cited
Transform-based particle filtering for elliptic Bayesian inverse problems
Sangeetika Ruchi, Svetlana Dubinkina, Marco Iglesias
We introduce optimal transport based resampling in adaptive SMC. We consider elliptic inverse problems of inferring hydraulic conductivity from pressure measurements. We consider t…