69 citations · 124 across the 5 of their papers we have counts for
5 papers
Review of ensemble gradients for robust optimisation
Patrick N. Raanes, Andreas S. Stordal, Rolf J. Lorentzen
In robust optimisation problems the objective function consists of an average over (an ensemble of) uncertain parameters. Ensemble optimisation (EnOpt) implements steepest descent…
Data assimilation for chaotic dynamics
Alberto Carrassi, Marc Bocquet, Jonathan Demaeyer +3
Chaos is ubiquitous in physical systems. The associated sensitivity to initial conditions is a significant obstacle in forecasting the weather and other geophysical fluid flows. Da…
Revising the stochastic iterative ensemble smoother
Patrick N. Raanes, Geir Evensen, Andreas S. Stordal
Ensemble randomized maximum likelihood (EnRML) is an iterative (stochastic) ensemble smoother, used for large and nonlinear inverse problems, such as history matching and data assi…
Adaptive covariance inflation in the ensemble Kalman filter by Gaussian scale mixtures
Patrick N. Raanes, Marc Bocquet, Alberto Carrassi
This paper studies multiplicative inflation: the complementary scaling of the state covariance in the ensemble Kalman filter (EnKF). Firstly, error sources in the EnKF are catalogu…
Extending the square root method to account for additive forecast noise in ensemble methods
Patrick N. Raanes, Alberto Carrassi, Laurent Bertino
A square root approach is considered for the problem of accounting for model noise in the forecast step of the ensemble Kalman filter (EnKF) and related algorithms. The primary aim…