59 citations · 123 across the 11 of their papers we have counts for
Showing 2016Show all
2 papers · 1 filter
stat.CO2016★ 2 cited
Cluster Sampling Filters for Non-Gaussian Data Assimilation
Ahmed Attia, Azam Moosavi, Adrian Sandu
This paper presents a fully non-Gaussian version of the Hamiltonian Monte Carlo (HMC) sampling filter. The Gaussian prior assumption in the original HMC filter is relaxed. Specific…
math.NA2016★ 32 cited
The Reduced-Order Hybrid Monte Carlo Sampling Smoother
Ahmed Attia, Razvan Stefanescu, Adrian Sandu
Hybrid Monte-Carlo (HMC) sampling smoother is a fully non-Gaussian four-dimensional data assimilation algorithm that works by directly sampling the posterior distribution formulate…