ResearchTrend.AI
  • Papers
  • Communities
  • Events
  • Blog
  • Pricing
Papers
Communities
Social Events
Terms and Conditions
Pricing
Parameter LabParameter LabTwitterGitHubLinkedInBlueskyYoutube

© 2025 ResearchTrend.AI, All rights reserved.

  1. Home
  2. Papers
  3. 1704.06988
  4. Cited By
Ensemble Kalman methods for high-dimensional hierarchical dynamic
  space-time models

Ensemble Kalman methods for high-dimensional hierarchical dynamic space-time models

23 April 2017
Matthias Katzfuss
Jonathan R. Stroud
C. Wikle
ArXivPDFHTML

Papers citing "Ensemble Kalman methods for high-dimensional hierarchical dynamic space-time models"

8 / 8 papers shown
Title
Uncertainty quantification for deeponets with ensemble kalman inversion
Uncertainty quantification for deeponets with ensemble kalman inversion
Andrew Pensoneault
Xueyu Zhu
26
1
0
06 Mar 2024
Scalable Spatio-Temporal Smoothing via Hierarchical Sparse Cholesky
  Decomposition
Scalable Spatio-Temporal Smoothing via Hierarchical Sparse Cholesky Decomposition
M. Jurek
Matthias Katzfuss
19
9
0
19 Jul 2022
Iterated Block Particle Filter for High-dimensional Parameter Learning:
  Beating the Curse of Dimensionality
Iterated Block Particle Filter for High-dimensional Parameter Learning: Beating the Curse of Dimensionality
Ning Ning
E. Ionides
16
13
0
20 Oct 2021
Scaling Up Bayesian Uncertainty Quantification for Inverse Problems
  using Deep Neural Networks
Scaling Up Bayesian Uncertainty Quantification for Inverse Problems using Deep Neural Networks
Shiwei Lan
Shuyi Li
Babak Shahbaba
UQCV
BDL
25
16
0
11 Jan 2021
Deep Integro-Difference Equation Models for Spatio-Temporal Forecasting
Deep Integro-Difference Equation Models for Spatio-Temporal Forecasting
A. Zammit‐Mangion
C. Wikle
8
47
0
29 Oct 2019
Multi-resolution filters for massive spatio-temporal data
Multi-resolution filters for massive spatio-temporal data
M. Jurek
Matthias Katzfuss
14
24
0
09 Oct 2018
Gaussian variational approximation for high-dimensional state space
  models
Gaussian variational approximation for high-dimensional state space models
M. Quiroz
David J. Nott
Robert Kohn
24
40
0
24 Jan 2018
A Bayesian adaptive ensemble Kalman filter for sequential state and
  parameter estimation
A Bayesian adaptive ensemble Kalman filter for sequential state and parameter estimation
Jonathan R. Stroud
Matthias Katzfuss
C. Wikle
33
55
0
11 Nov 2016
1