447 citations · 2.5k across the 63 of their papers we have counts for
3 papers · 1 filter
Well-Posedness And Accuracy Of The Ensemble Kalman Filter In Discrete And Continuous Time
D. T. B. Kelly, K. J. H. Law, A. M. Stuart
The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its t…
MAP Estimators and Their Consistency in Bayesian Nonparametric Inverse Problems
Masoumeh Dashti, Kody J. H. Law, Andrew M. Stuart +1
We consider the inverse problem of estimating an unknown function from noisy measurements of a known, possibly nonlinear, map applied to . We adopt a Bayes…
Determining White Noise Forcing From Eulerian Observations in the Navier Stokes Equation
Viet Ha Hoang, Kody J. H. Law, Andrew M. Stuart
The Bayesian approach to inverse problems is of paramount importance in quantifying uncertainty about the input to and the state of a system of interest given noisy observations. H…