Model uncertainty estimation using the expectation maximization algorithm and a particle flow filter

4 November 2019

Papers citing "Model uncertainty estimation using the expectation maximization algorithm and a particle flow filter"

5 / 5 papers shown

Title
Kernel embedded nonlinear observational mappings in the variational mapping particle filter M. Pulido P. Leeuwen D. Posselt 57 8 0 29 Jan 2019
Inference of stochastic parameterizations for model error treatment using nested ensemble Kalman filters Guillermo Scheffler J. J. Ruiz M. Pulido 50 12 0 27 Jul 2018
Kernel embedding of maps for sequential Bayesian inference: The variational mapping particle filter M. Pulido P. Leeuwen BDL 56 11 0 29 May 2018
On Particle Methods for Parameter Estimation in State-Space Models N. Kantas Arnaud Doucet Sumeetpal S. Singh J. Maciejowski Nicolas Chopin 67 434 0 30 Dec 2014
Approximations of the Optimal Importance Density using Gaussian Particle Flow Importance Sampling P. Bunch S. Godsill 69 60 0 12 Jun 2014