Cover Image

Model error moment estimation via data assimilation

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Browne, P. A.
Format:	Preprint
Published:	2016
Subjects:	Numerical Analysis Methodology 93E03, 93E10, 93E11, 60G35, 62M20, 94A20, 65G99, 65C20, 65C99
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Convergence proofs and strong error bounds for forward-backward stochastic differential equations using neural network simulations
by: Sheridan-Methven, Oliver
Published: (2024)

Local Sequential MCMC for Data Assimilation with Applications in Geoscience
by: Ruzayqat, Hamza, et al.
Published: (2024)

Sequential Markov Chain Monte Carlo for Lagrangian Data Assimilation with Applications to Unknown Data Locations
by: Ruzayqat, Hamza, et al.
Published: (2023)

A localized particle filter for geophysical data assimilation
by: Crisan, Dan, et al.
Published: (2025)

Analysis of the Ensemble Kalman--Bucy Filter for correlated observation noise
by: Ertel, Sebastian, et al.
Published: (2022)

On the mean field theory of Ensemble Kalman filters for SPDEs
by: Ertel, Sebastian
Published: (2023)

Two Localization Strategies for Sequential MCMC Data Assimilation with Applications to Nonlinear Non-Gaussian Geophysical Models
by: Ruzayqat, Hamza, et al.
Published: (2026)

Prediction problem for continuous time stochastic processes with periodically correlated increments observed with noise
by: Luz, Maksym, et al.
Published: (2023)

Filtering of stochastic processes having periodically correlated increments
by: Luz, Maksym, et al.
Published: (2024)

A Continuous-Time Ensemble Kalman-Bucy Smoother for Causal Inference and Model Discovery
by: Jiang, Zhang, et al.
Published: (2026)

Stochastic algebraic Riccati equations are almost as easy as deterministic ones theoretically
by: Guo, Zhen-Chen, et al.
Published: (2022)

Minimax-robust estimation problems for stationary stochastic sequences
by: Moklyachuk, Mikhail
Published: (2024)

Double-Loop Importance Sampling for McKean--Vlasov Stochastic Differential Equation
by: Rached, Nadhir Ben, et al.
Published: (2022)

An efficient gradient projection method for stochastic optimal control problem with expected integral state constraint
by: Wang, Qiming, et al.
Published: (2024)

Interpolation Problem for Multidimensional Stationary Processes with Missing Observations
by: Masyutka, Oleksandr, et al.
Published: (2025)

Extrapolation Problem for Multidimensional Stationary Sequences with Missing Observations
by: Masyutka, Oleksandr, et al.
Published: (2025)

Filtering Problem for Functionals of Stationary Sequences
by: Luz, Maksym, et al.
Published: (2024)

Filtering Problem for Functionals of Stationary Processes with Missing Observations
by: Moklyachuk, Mykhailo, et al.
Published: (2025)

Importance sampling for rare event tracking within the ensemble Kalman filtering framework
by: Rached, Nadhir Ben, et al.
Published: (2024)

Filtering Problem for Functionals of Stationary Processes with Missing Observations
by: Moklyachuk, Mikhail, et al.
Published: (2016)

Minimax-robust interpolation problem for periodically correlated isotropic on a sphere random field
by: Golichenko, Iryna, et al.
Published: (2025)

The Ensemble Kalman Update is an Empirical Matheron Update
by: MacKinlay, Dan
Published: (2025)

On interpolation problem for multidimensional harmonizable stable sequences with noise observations
by: Moklyachuk, Mikhail
Published: (2025)

An optimal experimental design approach to sensor placement in continuous stochastic filtering
by: Pathiraja, Sahani, et al.
Published: (2025)

Power Utility Maximization with Expert Opinions at Fixed Arrival Times in a Market with Hidden Gaussian Drift
by: Gabih, Abdelali, et al.
Published: (2023)

Ensemble Kalman-Bucy filtering for nonlinear model predictive control
by: Reich, Sebastian
Published: (2025)

Generalized convergence of the deep BSDE method: a step towards fully-coupled FBSDEs and applications in stochastic control
by: Negyesi, Balint, et al.
Published: (2024)

Filtering of Multidimensional Stationary Sequences with Missing Observations
by: Masyutka, Oleksandr, et al.
Published: (2018)

Posterior error bounds for prior-driven balancing in linear Gaussian inverse problems
by: König, Josie, et al.
Published: (2026)

Particle-based algorithm for stochastic optimal control
by: Reich, Sebastian
Published: (2023)

Portfolio Optimization in a Market with Hidden Gaussian Drift and Randomly Arriving Expert Opinions: Modeling and Theoretical Results
by: Gabih, Abdelali, et al.
Published: (2023)

Filtering of Continuous Time Periodically Correlated Isotropic Random Fields
by: Golichenko, Iryna, et al.
Published: (2016)

Optimal error estimates of the stochastic parabolic optimal control problem with integral state constraint
by: Wang, Qiming, et al.
Published: (2024)

Minimax Extrapolation Problem For Harmonizable Stable Sequences With Noise Observations
by: Moklyachuk, Mikhail, et al.
Published: (2016)

A stochastic Galerkin method for optimal Dirichlet boundary control problems with uncertain data
by: Winkler, Max, et al.
Published: (2025)

Monotone 2D Integration Scheme for Mean-CVaR Optimization via Fourier-Trained Transition Kernels
by: Dang, Duy-Minh, et al.
Published: (2026)

Dual Approaches to Stochastic Control via SPDEs and the Pathwise Hopf Formula
by: Laurière, Mathieu, et al.
Published: (2026)

Coupling-Informed Transport Maps for Bayesian Filtering in Nonlinear Dynamical Systems
by: Zeng, Dengfei, et al.
Published: (2026)

Duality and DeepMartingale for High-Dimensional Optimal Switching: Computable Upper Bounds and Approximation-Expressivity Guarantees
by: Ye, Junyan, et al.
Published: (2026)

Convergence Analysis of a Fully Discrete Observer For Data Assimilation of the Barotropic Euler Equations
by: Chaumet, Aidan, et al.
Published: (2026)