447 citations · 806 across the 17 of their papers we have counts for
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stat.CO2019★ 7 cited
Transform-based particle filtering for elliptic Bayesian inverse problems
Sangeetika Ruchi, Svetlana Dubinkina, Marco Iglesias
We introduce optimal transport based resampling in adaptive SMC. We consider elliptic inverse problems of inferring hydraulic conductivity from pressure measurements. We consider t…
stat.CO2017★ 13 cited
Ensemble-marginalized Kalman filter for linear time-dependent PDEs with noisy boundary conditions: Application to heat transfer in building walls
Marco Iglesias, Zaid Sawlan, Marco Scavino +2
In this work, we present the ensemble-marginalized Kalman filter (EnMKF), a sequential algorithm analogous to our previously proposed approach [1,2], for estimating the state and p…