activity
20152023
most citedAdaptive covariance inflation in the ensemble Kalman filter by Gaussian scale mixtures

69 citations · 124 across the 5 of their papers we have counts for

collaborators
Showing math.OCShow all

1 paper · 1 filter

math.OC2023

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…