324 citations · 484 across the 31 of their papers we have counts for
3 papers · 1 filter
Non-Sequential Ensemble Kalman Filtering using Distributed Arrays
Cédric Travelletti, Jörg Franke, David Ginsbourger +1
This work introduces a new, distributed implementation of the Ensemble Kalman Filter (EnKF) that allows for non-sequential assimilation of large datasets in high-dimensional proble…
Consistency of some sequential experimental design strategies for excursion set estimation based on vector-valued Gaussian processes
Philip Stange, David Ginsbourger
We tackle the extension to the vector-valued case of consistency results for Stepwise Uncertainty Reduction sequential experimental design strategies established in [Bect et al., A…
An energy-based model approach to rare event probability estimation
Lea Friedli, David Ginsbourger, Arnaud Doucet +1
The estimation of rare event probabilities plays a pivotal role in diverse fields. Our aim is to determine the probability of a hazard or system failure occurring when a quantity o…