activity
20232026
most citedA filtered multilevel Monte Carlo method for estimating the expectation of cell-centered discretized random fields

1 citations · 1 across the 5 of their papers we have counts for

collaborators

6 papers

physics.geo-ph2026

Modelling wide-swath altimeter observation-error correlations with a regularised diffusion operator

Olivier Goux, Anthony Weaver, Andrea Piacentini

Unaccounted-for observation-error correlations have long been known to be detrimental to the quality of atmospheric and ocean analyses produced by data assimilation (DA) systems. W…

math.NA2026

Accelerating an ensemble of variational data assimilations with randomized preconditioning

I. Daužickaitė, S. Gürol, M. Destouches +2

Ensembles of variational data assimilations (EDA) require solving systems of linear equations with iterative methods. The solution process can be accelerated using a limited memory…

math.NA2025

Block Alpha-Circulant Preconditioners for All-at-Once Diffusion-Based Covariance Operators

Jemima M. Tabeart, Selime Gürol, John W. Pearson +1

Covariance matrices are central to data assimilation and inverse methods derived from statistical estimation theory. Previous work has considered the application of an all-at-once…

math.NA2025

On the impact of observation error correlations in data assimilation, with application to along-track altimeter data

Olivier Goux, Anthony Weaver, Selime Gürol +2

Data assimilation involves estimating the state of a system by combining observations from various sources with a background estimate of the state. The weights given to the observa…

physics.data-an2023

Application of deep learning to the estimation of normalization coefficients in diffusion-based covariance models

Folke K Skrunes, Mayeul Destouches, Anthony Weaver +3

Variational data assimilation in ocean models depends on the ability to model general correlation operators in the presence of coastlines. Grid-point filters based on diffusion ope…

math.NA2023★ 1 cited

A filtered multilevel Monte Carlo method for estimating the expectation of cell-centered discretized random fields

Jérémy Briant, Paul Mycek, Mayeul Destouches +5

In this paper, we investigate the use of multilevel Monte Carlo (MLMC) methods for estimating the expectation of discretized random fields. Specifically, we consider a setting in w…