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math.NA2025
Data assimilation using a global Girsanov nudged particle filter
Maneesh Kumar Singh, Joshua Hope-Collins, Colin J. Cotter +1
We present a particle filtering algorithm for stochastic models on infinite dimensional state space, making use of Girsanov perturbations to nudge the ensemble of particles into re…
math.NA2024
Bayesian inference for geophysical fluid dynamics using generative models
Alexander Lobbe, Dan Crisan, Oana Lang
Data assimilation plays a crucial role in numerical modeling, enabling the integration of real-world observations into mathematical models to enhance the accuracy and predictive ca…