186 citations · 436 across the 10 of their papers we have counts for
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math.OC2015
A Multiresolution Ensemble Kalman Filter using Wavelet Decomposition
Kyle S. Hickmann, Humberto C. Godinez
We present a method of using classical wavelet based multiresolution analysis to separate scales in model and observations during data assimilation with the ensemble Kalman filter.…
stat.ML2015★ 1 cited
Quantifying Uncertainty in Stochastic Models with Parametric Variability
Kyle S. Hickmann, James M. Hyman, Sara Y. Del Valle
We present a method to quantify uncertainty in the predictions made by simulations of mathematical models that can be applied to a broad class of stochastic, discrete, and differen…