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

Hoel, Hakon Andreas; Shaimerdenova, Gaukhar (Corresponding author); Tempone, Raúl

Springfield, MO : American Institute of Mathematical Sciences (2020)
Journal Article

In: Foundations of data science
Volume: 2
Issue: 4
Page(s)/Article-Nr.: 351-390

Institutions

• Department of Mathematics [110000]
• Chair of Mathematics for Uncertainty Quantification [118110]
• [118230]