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20082022
most citedThe Ensemble Kalman Filter for Inverse Problems

447 citations · 2.5k across the 63 of their papers we have counts for

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Showing 2016 · math.NAShow all

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math.NA2016★ 9 cited

Multilevel ensemble Kalman filtering for spatially extended models

Alexey Chernov, Haakon Hoel, Kody Law +2

This work embeds a multilevel Monte Carlo (MLMC) sampling strategy into the Monte Carlo step of the ensemble Kalman filter (EnKF), thereby yielding a multilevel ensemble Kalman fil…