Model error covariance estimation in particle and ensemble Kalman filters using an online expectation-maximization algorithm

4 March 2020

Papers citing "Model error covariance estimation in particle and ensemble Kalman filters using an online expectation-maximization algorithm"

5 / 5 papers shown

Title
Model uncertainty estimation using the expectation maximization algorithm and a particle flow filter M. M. Lucini P. Leeuwen M. Pulido 48 4 0 04 Nov 2019
Inference of stochastic parameterizations for model error treatment using nested ensemble Kalman filters Guillermo Scheffler J. J. Ruiz M. Pulido 40 12 0 27 Jul 2018
Kernel embedding of maps for sequential Bayesian inference: The variational mapping particle filter M. Pulido P. Leeuwen BDL 54 11 0 29 May 2018
A Bayesian adaptive ensemble Kalman filter for sequential state and parameter estimation Jonathan R. Stroud Matthias Katzfuss C. Wikle 59 55 0 11 Nov 2016
ADADELTA: An Adaptive Learning Rate Method Matthew D. Zeiler ODL 150 6,624 0 22 Dec 2012