447 citations · 806 across the 17 of their papers we have counts for
Showing 2012Show all
2 papers · 1 filter
stat.AP2012★ 2 cited
Evaluation of Gaussian approximations for data assimilation in reservoir models
Marco A. Iglesias, Kody J. H. Law, Andrew M. Stuart
In this paper we propose to numerically assess the performance of standard Gaussian approximations to probe the posterior distribution that arises from Bayesian data assimilation i…
math.OC2012★ 447 cited
The Ensemble Kalman Filter for Inverse Problems
Marco A. Iglesias, Kody J. H. Law, Andrew M. Stuart
The Ensemble Kalman filter (EnKF) was introduced by Evensen in 1994 [10] as a novel method for data assimilation: state estimation for noisily observed time-dependent problems. Sin…