133 citations · 631 across the 63 of their papers we have counts for
3 papers · 1 filter
Sequential Markov Chain Monte Carlo for Lagrangian Data Assimilation with Applications to Unknown Data Locations
Hamza Ruzayqat, Alexandros Beskos, Dan Crisan +2
We consider a class of high-dimensional spatial filtering problems, where the spatial locations of observations are unknown and driven by the partially observed hidden signal. This…
A 4D-Var Method with Flow-Dependent Background Covariances for the Shallow-Water Equations
Daniel Paulin, Ajay Jasra, Alexandros Beskos +1
The 4D-Var method for filtering partially observed nonlinear chaotic dynamical systems consists of finding the maximum a-posteriori (MAP) estimator of the initial condition of the…
Optimization Based Methods for Partially Observed Chaotic Systems
Daniel Paulin, Ajay Jasra, Dan Crisan +1
In this paper we consider filtering and smoothing of partially observed chaotic dynamical systems that are discretely observed, with an additive Gaussian noise in the observation.…