Particle filters for high‐dimensional geoscience applications: A review

Scaling Limit of the Stein Variational Gradient Descent: The Mean Field Regime

(2019) Jianfeng Lu et al.   SIAM JOURNAL ON MATHEMATICAL ANALYSIS

Analysis of iterative ensemble smoothers for solving inverse problems

(2018) Geir Evensen   COMPUTATIONAL GEOSCIENCES

State-of-the-art stochastic data assimilation methods for high-dimensional non-Gaussian problems

(2018) Sanita Vetra-Carvalho et al.   TELLUS SERIES A-DYNAMIC METEOROLOGY AND OCEANOGRAPHY

A Localized Adaptive Particle Filter within an Operational NWP Framework

(2018) Roland Potthast et al.   MONTHLY WEATHER REVIEW

A local ensemble transform Kalman particle filter for convective-scale data assimilation

(2017) Sylvain Robert et al.   QUARTERLY JOURNAL OF THE ROYAL METEOROLOGICAL SOCIETY

Second-order Accurate Ensemble Transform Particle Filters

(2017) Walter Acevedo et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

The smoother extension of the nonlinear ensemble transform filter

(2017) Paul Kirchgessner et al.   TELLUS SERIES A-DYNAMIC METEOROLOGY AND OCEANOGRAPHY

Localizing the Ensemble Kalman Particle Filter

(2017) Sylvain Robert et al.   TELLUS SERIES A-DYNAMIC METEOROLOGY AND OCEANOGRAPHY

What the collapse of the ensemble Kalman filter tells us about particle filters

(2017) Matthias Morzfeld et al.   TELLUS SERIES A-DYNAMIC METEOROLOGY AND OCEANOGRAPHY

Efficient Assimilation of Simulated Observations in a High-Dimensional Geophysical System Using a Localized Particle Filter

(2016) Jonathan Poterjoy et al.   MONTHLY WEATHER REVIEW

Assessment of a Nonlinear Ensemble Transform Filter for High-Dimensional Data Assimilation

(2016) Julian Tödter et al.   MONTHLY WEATHER REVIEW

A Localized Particle Filter for High-Dimensional Nonlinear Systems

(2016) Jonathan Poterjoy   MONTHLY WEATHER REVIEW

Implicit equal-weights particle filter

(2016) Mengbin Zhu et al.   QUARTERLY JOURNAL OF THE ROYAL METEOROLOGICAL SOCIETY

Kilometre-scale ensemble data assimilation for the COSMO model (KENDA)

(2016) C. Schraff et al.   QUARTERLY JOURNAL OF THE ROYAL METEOROLOGICAL SOCIETY

A Hybrid Ensemble Transform Particle Filter for Nonlinear and Spatially Extended Dynamical Systems

(2016) Nawinda Chustagulprom et al.   SIAM-ASA Journal on Uncertainty Quantification

A Second-Order Exact Ensemble Square Root Filter for Nonlinear Data Assimilation

(2015) Julian Tödter et al.   MONTHLY WEATHER REVIEW

The Effect of the Equivalent-Weights Particle Filter on Dynamical Balance in a Primitive Equation Model

(2015) Melanie Ades et al.   MONTHLY WEATHER REVIEW

Performance Bounds for Particle Filters Using the Optimal Proposal

(2015) Chris Snyder et al.   MONTHLY WEATHER REVIEW

Twin experiments with the equivalent weights particle filter and HadCM3

(2015) P. A. Browne et al.   QUARTERLY JOURNAL OF THE ROYAL METEOROLOGICAL SOCIETY

On the stability of sequential Monte Carlo methods in high dimensions

(2014) Alexandros Beskos et al.   ANNALS OF APPLIED PROBABILITY

The equivalent-weights particle filter in a high-dimensional system

(2014) M. Ades et al.   QUARTERLY JOURNAL OF THE ROYAL METEOROLOGICAL SOCIETY

Representation errors and retrievals in linear and nonlinear data assimilation

(2014) Peter Jan van Leeuwen   QUARTERLY JOURNAL OF THE ROYAL METEOROLOGICAL SOCIETY

Bridging the ensemble Kalman and particle filters

(2013) M. Frei et al.   BIOMETRIKA

Data assimilation for large-scale spatio-temporal systems using a location particle smoother

(2013) Jonathan Briggs et al.   ENVIRONMETRICS

A Nonparametric Ensemble Transform Method for Bayesian Inference

(2013) Sebastian Reich   SIAM JOURNAL ON SCIENTIFIC COMPUTING

Ensemble smoother with multiple data assimilation

(2012) Alexandre A. Emerick et al.   COMPUTERS & GEOSCIENCES

Bayesian inference with optimal maps

(2012) Tarek A. El Moselhy et al.   JOURNAL OF COMPUTATIONAL PHYSICS

A Unification of Ensemble Square Root Kalman Filters

(2012) Lars Nerger et al.   MONTHLY WEATHER REVIEW

A Gaussian-mixture ensemble transform filter

(2012) Sebastian Reich   QUARTERLY JOURNAL OF THE ROYAL METEOROLOGICAL SOCIETY

An exploration of the equivalent weights particle filter

(2012) M. Ades et al.   QUARTERLY JOURNAL OF THE ROYAL METEOROLOGICAL SOCIETY

A random map implementation of implicit filters

(2011) Matthias Morzfeld et al.   JOURNAL OF COMPUTATIONAL PHYSICS

A Moment Matching Ensemble Filter for Nonlinear Non-Gaussian Data Assimilation

(2011) Jing Lei et al.   MONTHLY WEATHER REVIEW

A dynamical systems framework for intermittent data assimilation

(2010) Sebastian Reich   BIT NUMERICAL MATHEMATICS

Bridging the ensemble Kalman filter and particle filters: the adaptive Gaussian mixture filter

(2010) Andreas S. Stordal et al.   COMPUTATIONAL GEOSCIENCES

Nonlinear data assimilation in geosciences: an extremely efficient particle filter

(2010) P. J. van Leeuwen   QUARTERLY JOURNAL OF THE ROYAL METEOROLOGICAL SOCIETY

Data assimilation with the weighted ensemble Kalman filter

(2010) Nicolas Papadakis et al.   TELLUS SERIES A-DYNAMIC METEOROLOGY AND OCEANOGRAPHY

Particle Filtering in Geophysical Systems

(2009) Peter Jan van Leeuwen   MONTHLY WEATHER REVIEW

A New Approximate Solution of the Optimal Nonlinear Filter for Data Assimilation in Meteorology and Oceanography

(2008) I. Hoteit et al.   MONTHLY WEATHER REVIEW

Obstacles to High-Dimensional Particle Filtering

(2008) Chris Snyder et al.   MONTHLY WEATHER REVIEW