101 citations · 198 across the 5 of their papers we have counts for
10 papers
Ergodicity and Accuracy of Optimal Particle Filters for Bayesian Data Assimilation
David Kelly, Andrew M Stuart
For particle filters and ensemble Kalman filters it is of practical importance to understand how and why data assimilation methods can be effective when used with a fixed small num…
Fluctuations in the heterogeneous multiscale methods for fast-slow systems
David Kelly, Eric Vanden-Eijnden
How heterogeneous multiscale methods (HMM) handle fluctuations acting on the slow variables in fast-slow systems is investigated. In particular, it is shown via analysis of central…
Nonlinear stability of the ensemble Kalman filter with adaptive covariance inflation
Xin T Tong, Andrew J Majda, David Kelly
The Ensemble Kalman filter and Ensemble square root filters are data assimilation methods used to combine high dimensional nonlinear models with observed data. These methods have p…
Nonlinear stability and ergodicity of ensemble based Kalman filters
X. T. Tong, A. J. Majda, D. Kelly
The ensemble Kalman filter (EnKF) and ensemble square root filter (ESRF) are data assimilation methods used to combine high dimensional, nonlinear dynamical models with observed da…
Deterministic homogenization for fast-slow systems with chaotic noise
David Kelly, Ian Melbourne
Consider a fast-slow system of ordinary differential equations of the form , , where it is assumed that avera…
Smooth approximation of stochastic differential equations
David Kelly, Ian Melbourne
Consider an Itô process satisfying the stochastic differential equation where are smooth and is a multidimensional Brownian motion. Suppose tha…