2 citations · 3 across the 7 of their papers we have counts for
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math.NA2026
Time-uniform accuracy of ensemble Kalman filters with localization
Xiaoou Cheng, Daniel Sanz-Alonso, Nathan Waniorek
This paper establishes time-uniform accuracy guarantees for deterministic square-root ensemble Kalman filters in linear--Gaussian state-space models under perfect-model dynamics. F…
math.NA2023
Analysis of a Computational Framework for Bayesian Inverse Problems: Ensemble Kalman Updates and MAP Estimators Under Mesh Refinement
Daniel Sanz-Alonso, Nathan Waniorek
This paper analyzes a popular computational framework to solve infinite-dimensional Bayesian inverse problems, discretizing the prior and the forward model in a finite-dimensional…