Approximate importance sampling Monte Carlo for data assimilation

Physica D: Nonlinear Phenomena

Volumn 230, Issue 1-2, 2007, Pages 37-49

  Berliner, L Mark ^a   Wikle, Christopher K ^b  

^a OHIO STATE UNIVERSITY   (United States)

^b UNIVERSITY OF MISSOURI   (United States)

Author keywords

Bayesian analysis; Dimension reduction; Dynamics; Ensemble forecasting; Geostrophy; Hierarchical models; Importance sampling; Particle filter; Sufficient statistic

Indexed keywords

APPROXIMATION THEORY; ATMOSPHERIC PRESSURE; BAYESIAN NETWORKS; MONTE CARLO METHODS; OCEAN STRUCTURES; PROBLEM SOLVING;

DIMENSION REDUCTION; ENSEMBLE FORECASTING; HIERARCHICAL MODELS; IMPORTANCE SAMPLING; SUFFICIENT STATISTICS;

DATA PROCESSING;

EID: 34248674024     PISSN: 01672789     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physd.2006.07.031     Document Type: Article

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