Penalized ensemble Kalman filters for high dimensional non-linear systems
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DOI: 10.1371/journal.pone.0248046
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References listed on IDEAS
- Jinchi Lv & Jun S. Liu, 2014. "Model selection principles in misspecified models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 76(1), pages 141-167, January.
- Frei, Marco & Künsch, Hans R., 2013. "Mixture ensemble Kalman filters," Computational Statistics & Data Analysis, Elsevier, vol. 58(C), pages 127-138.
- M. Frei & H. R. Künsch, 2013. "Bridging the ensemble Kalman and particle filters," Biometrika, Biometrika Trust, vol. 100(4), pages 781-800.
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