2 papers
math.NA2021
Affine-Mapping based Variational Ensemble Kalman Filter
Linjie Wen, Jinglai Li
We propose an affine-mapping based variational Ensemble Kalman filter for sequential Bayesian filtering problems with generic observation models. Specifically, the proposed method…
stat.CO2018
A defensive marginal particle filtering method for data assimilation
Linjie Wen, Jiangqi Wu, Linjun Lu +1
Particle filtering (PF) is an often used method to estimate the states of dynamical systems. A major limitation of the standard PF method is that the dimensionality of the state sp…