73 citations · 343 across the 31 of their papers we have counts for
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math.NA2021
Iterate Averaging, the Kalman Filter, and 3DVAR for Linear Inverse Problem
Felix G. Jones, Gideon Simpson
It has been proposed that classical filtering methods, like the Kalman filter and 3DVAR, can be used to solve linear statistical inverse problems. In the work of Iglesias, Lin, Lu,…
math.NA2021
A Numerical Method for a Nonlocal Diffusion Equation with Additive Noise
Georgi Medvedev, Gideon Simpson
We consider a nonlocal evolution equation representing the continuum limit of a large ensemble of interacting particles on graphs forced by noise. The two principle ingredients of…