94 citations · 364 across the 9 of their papers we have counts for
Showing 2012 · stat.MEShow all
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stat.ME2012★ 94 cited
Bridging the ensemble Kalman and particle filter
Marco Frei, Hans R. Künsch
In many applications of Monte Carlo nonlinear filtering, the propagation step is computationally expensive, and hence, the sample size is limited. With small sample sizes, the upda…
stat.ME2012★ 73 cited
Stochastic partial differential equation based modelling of large space-time data sets
Fabio Sigrist, Hans R. Künsch, Werner A. Stahel
Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advectio…