Multilevel ensemble Kalman filtering

• Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient Computation of Probabilities and Densities

  2024 SIAM Journal on Scientific Computing article Economics, Econometrics and Finance Stochastic processes and financial applications

  2

  citations
• A reduced basis ensemble Kalman method

  2023 GEM - International Journal on Geomathematics article Physics and Astronomy Model Reduction and Neural Networks Open access

  9

  citations
• Machine learning-based conditional mean filter: A generalization of the ensemble Kalman filter for nonlinear data assimilation

  2022 Foundations of Data Science article Earth and Planetary Sciences Meteorological Phenomena and Simulations Open access

  4

  citations
• Multi-index ensemble Kalman filtering

  2022 Journal of Computational Physics article Computer Science Target Tracking and Data Fusion in Sensor Networks Open access

  7

  citations
• MULTILEVEL ENSEMBLE KALMAN FILTERING FOR SPATIO-TEMPORAL PROCESSES

  2020 Research Explorer (The University of Manchester) article Computer Science Target Tracking and Data Fusion in Sensor Networks Open access

  25

  citations
• Multilevel ensemble Kalman filtering for spatio-temporal processes

  2020 Numerische Mathematik article Computer Science Target Tracking and Data Fusion in Sensor Networks Open access

  2

  citations
• Multilevel Ensemble Kalman Filtering based on a sample average of independent EnKF estimators

  2020 Foundations of Data Science article Computer Science Target Tracking and Data Fusion in Sensor Networks Open access

  14

  citations

7 results