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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…