61 citations · 64 across the 4 of their papers we have counts for
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stat.ME2017★ 61 cited
Ensemble Kalman methods for high-dimensional hierarchical dynamic space-time models
Matthias Katzfuss, Jonathan R. Stroud, Christopher K. Wikle
We propose a new class of filtering and smoothing methods for inference in high-dimensional, nonlinear, non-Gaussian, spatio-temporal state-space models. The main idea is to combin…
stat.ME2016★ 1 cited
A Bayesian adaptive ensemble Kalman filter for sequential state and parameter estimation
Jonathan R. Stroud, Matthias Katzfuss, Christopher K. Wikle
This paper proposes new methodology for sequential state and parameter estimation within the ensemble Kalman filter. The method is fully Bayesian and propagates the joint posterior…