Y. Marzouk

works on

data assimilation 2 stochastic differential equations 2 dynamical low-rank approximation 1 ensemble methods 1 kalman filter 1 kalman filtering 1 low-rank approximation 1 particle filters 1 reduced-order modeling 1 smoothing 1

From the 2 of 8 linked papers with an AI index.

activity

20242026

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math.ST2026

Exact affine conditioning beyond Gaussians: a unique characterization of the ensemble Kalman update

Frederic J. N. Jorgensen, Youssef M. Marzouk

The analysis step of the ensemble Kalman filter, called the ensemble Kalman update (EnKU), is widely used for approximating posterior distributions in inverse problems and data ass…