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Cluster Sampling Filters for Non-Gaussian Data Assimilation
This paper presents a fully non-Gaussian version of the Hamiltonian Monte Carlo (HMC) sampling filter. The Gaussian prior assumption in the original HMC filter is relaxed. Specifically, a clustering step is introduced after ...
A Sampling Filter for Non-Gaussian Data Assimilation
Data assimilation combines information from models, measurements, and priors to estimate the state of a dynamical system such as the atmosphere. The Ensemble Kalman filter (EnKF) is a family of ensemble-based data assimilation ...
The reduced-order hybrid Monte Carlo sampling smoother
A Hybrid Monte-Carlo sampling smoother for four-dimensional data assimilation