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The Ensemble Kalman Filter method can be used as an iterative numerical scheme for parameter identification or nonlinear filtering problems.
A new approach to linear filtering and prediction problems
R. E. Kalman · 1960
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The theory of Tikhonov regularization for Fredholm equations of the first kind
C. W. Groetsch · 1984
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Statistical Decision Theory and Bayesian Analysis
J. O. Berger · 1985
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On a simulation scheme for the boltzmann equation
H. Bobovsky and H. Neunzert · 1986
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On the Fokker-Planck-Boltzmann equation
R. J. DiPerna and P. L. Lions · 1988
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On asymptotics of the Boltzmann equation when the collisions become grazing
L. Desvillettes · 1992
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Sequential data assimilation with a nonlinear quasi-geostrophic model using monte carlo methods to forecast error statistics
G. Evensen · 1994
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Regularization of inverse problems
H. W. Engl, M. Hanke, and A. Neubauer · 1996
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Monte Carlo and quasi-Monte Carlo methods
R. E. Caflisch · 1998
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Rank-Deficient and Discrete Ill-Posed Problems: Numerical Aspects of Linear Inversion
P. C. Hansen · 1998
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Multipole expansions for the Fokker-Planck equation
M. Lemou · 1998
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An introduction to Monte Carlo methods for the Boltzmann equation
L. Pareschi and G. Russo · 1999
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Conservative forms of Boltzmann’s collision operator: Landau revisited
C. Villani · 1999
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Spectral methods for the non cut-off Boltzmann equation and numerical grazing collision limit
L. Pareschi, G. Toscani, and C. Villani · 2003
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Fast algorithms for computing the Boltzmann collision operator
C. Mouhot and L. Pareschi · 2006
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Kinetic models of opinion formation
G. Toscani · 2006
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Sampling the posterior: An approach to non-Gaussian data assimilation
A. Apte, M. Hairer, A. M. Stuart, and J. Voss · 2007
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From particle to kinetic and hydrodynamic descriptions of flocking
S.-Y. Ha and E. Tadmor · 2008
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Regularization by fractional filter methods and data smoothing
E. Klann and Ramlau R · 2008
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Inverse Theory for Petroleum Reservoir Characterization and History Matching
D. S. Oliver, A. C. Reynolds, and N. Liu · 2008
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Data assimilation: the ensemble Kalman filter
G. Evensen · 2009
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Large sample asymptotics for the ensemble Kalman filter
F. Le Gland, V. Monbet, and V.-D. Tran · 2009
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Mathematical Modeling of Collective Behavior in Socio-Economic and Life Sciences
J. A. Carrillo, M. Fornasier, G. Toscani, and F. Vecil · 2010
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Iterated fractional Tikhonov regularization
D. Bianchi, A. Buccini, M. Donatelli, and S. Serra-Capizzano · 2015
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Analysis of the ensemble and polynomial chaos kalman filters in bayesian inverse problems
O. G. Ernst, B. Sprungk, and H.-J. Starkloff · 2015
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Iterative regularization for ensemble data assimilation in reservoir models
M. Iglesias · 2015
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Convergence of the square root ensemble Kalman filter in the large ensemble limit
E. Kwiatkowski and J. Mandel · 2015
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The Bayesian Approach to Inverse Problems
M. Dashti and A. M. Stuart · 2016
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Deterministic mean-field ensemble kalman filtering
K. J. H. Law, H. Tembine, and R. Tempone · 2016
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Inverse problems: a Bayesian perspective
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Particle systems and kinetic equations modeling interacting agents in high dimension
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Averaged kinetic models for flows on unstructured networks
M. Herty and C. Ringhofer · 2011
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Evaluating data assimilation algorithms
K. J. H. Law and A. M. Stuart · 2012
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The Ensemble Kalman Filter in Reservoir Engineering–a Review
S. I. Aanonsen, G. Nævdal, D. S. Oliver, A. C. Reynolds, and B. Vallès · 2013
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Binary interaction algorithms for the simulation of flocking and swarming dynamics
G. Albi and L. Pareschi · 2013
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On the stability and the uniform propagation of chaos of a class of Extended Ensemble Kalman-Bucy filters
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Analysis of the Ensamble Kalman Filter for Inverse Problems
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Well Posedness and Convergence Analysis of the Ensemble Kalman Inversion
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On the stability and the uniform propagation of chaos properties of Ensemble Kalman-Bucy filters
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Performance of Ensemble Kalman filters in large dimensions
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Convergence analysis of ensemble Kalman inversion: the linear, noisy case
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Portfolio Optimization and Model Predictive Control: A Kinetic Approach
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Particle based gPC methods for mean-field models of swarming with uncertainty
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Tikhonov regularization within ensemble Kalman inversion
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