most citedTransform-based particle filtering for elliptic Bayesian inverse problems

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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…