Two Localization Strategies for Sequential MCMC Data Assimilation with Applications to Nonlinear Non-Gaussian Geophysical Models

Hamza Ruzayqat, Hristo G. Chipilski, Omar Knio

We present a localized data assimilation (DA) scheme based on sequential Markov Chain Monte Carlo (SMCMC) \cite{smcmc}, a provably convergent method for filtering high-dimensional,…