3 papers
stat.AP2025
A modified particle filter that reduces weight collapse
Shay Gilpin, Michael Herty
Particle filters are a widely used Monte Carlo based data assimilation technique that estimates the probability distribution of a system's state conditioned on observations through…
physics.data-an2025
Numerical study of high-dimensional covariance estimation and localization for data assimilation
Shay Gilpin, Matthias Morzfeld, Kevin K. Lin
Covariance localization is a critical component of ensemble-based data assimilation (DA) and many current localization schemes simply dampen correlations as a function of distance.…
math.AP2025
Inaccuracy of Ensemble-Based Covariance Propagation, Beyond Sampling Error
Shay Gilpin
Modern data assimilation schemes typically use the same discrete dynamical model to evolve the state estimate in time also to approximate the evolution, or propagation, of the esti…