Multiscale stochastic modeling for tractable inference and data assimilation

Computer Methods in Applied Mechanics and Engineering

Volumn 197, Issue 43-44, 2008, Pages 3492-3515

  Choi, Myung Jin ^a   Chandrasekaran, Venkat ^a   Malioutov, Dmitry M ^a   Johnson, Jason K ^a   Willsky, Alan S ^a  

^a USA   (United States)

Author keywords

Data assimilation; Graphical models; Multiresolution models; Statistical inference

Indexed keywords

ADAPTIVE ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; DIFFERENCE EQUATIONS; DIFFERENTIAL EQUATIONS; DIFFERENTIATION (CALCULUS); ERROR ANALYSIS; ESTIMATION; GRAPH THEORY; GRAPHIC METHODS; INFERENCE ENGINES; PARAMETER ESTIMATION; PARTIAL DIFFERENTIAL EQUATIONS; TREES (MATHEMATICS);

ADAPTIVE METHODS; DATA ASSIMILATION; EMBEDDED TREES; ERROR VARIANCES; ESTIMATION PROBLEMS; GAUSSIAN MODELING; GRAPHICAL MODELS; INFERENCE METHODS; ITERATIVE ALGORITHMS; LA-GRANGIAN RELAXATION; MULTI SCALING; MULTIPOLE METHODS; MULTIRESOLUTION MODELS; PROBABILISTIC MODEL; RAPID CONVERGENCE; STATISTICAL INFERENCE; STOCHASTIC MODELLING; STRUCTURED GRAPHS; SUB-GRAPHS; UNBIASED ESTIMATIONS; VARIANCE ESTIMATION;

ITERATIVE METHODS;

EID: 48849104121     PISSN: 00457825     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cma.2007.12.021     Document Type: Article

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