49 citations · 89 across the 6 of their papers we have counts for
4 papers · 1 filter
Adaptive tempering schedules with approximative intermediate measures for filtering problems
Iris Rammelmüller, Gottfried Hastermann, Jana de Wiljes
Data assimilation algorithms integrate prior information from numerical model simulations with observed data. Ensemble-based filters, regarded as state-of-the-art, are widely emplo…
Randomized maximum likelihood based posterior sampling
Yuming Ba, Jana de Wiljes, Dean S. Oliver +1
Minimization of a stochastic cost function is commonly used for approximate sampling in high-dimensional Bayesian inverse problems with Gaussian prior distributions and multimodal…
Interacting particle filters for simultaneous state and parameter estimation
Angwenyi David, Jana de Wiljes, Sebastian Reich
Simultaneous state and parameter estimation arises from various applicational areas but presents a major computational challenge. Most available Markov chain or sequential Monte Ca…
Second-order accurate ensemble transform particle filters
Walter Acevedo, Jana de Wiljes, Sebastian Reich
Particle filters (also called sequential Monte Carlo methods) are widely used for state and parameter estimation problems in the context of nonlinear evolution equations. The recen…