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stat.CO2026
Adaptive Nonlinear Data Assimilation through P-Spline Triangular Measure Transport
Berent Å. S. Lunde, Maximilian Ramgraber
Non-Gaussian statistics are a challenge for data assimilation. Linear methods oversimplify the problem, yet fully nonlinear methods are often too expensive to use in practice. The…
stat.CO2018★ 1 cited
Saddlepoint-adjusted inversion of characteristic functions
Berent Å. S. Lunde, Tore S. Kleppe, Hans J. Skaug
For certain types of statistical models, the characteristic function (Fourier transform) is available in closed form, whereas the probability density function has an intractable fo…