Event Diary
CRiSM Seminar - Prof Hans Kuensch
Location: A1.01
Prof Hans Kuensch, ETH Zurich
Ensemble kalman filter versus particle filters
With high dimensional state space, particle filters usually behave badly. In atmospheric science, the ensemble Kalman filter is used instead which assumes a linear Gaussian observation and a Gaussian prediction distribution. I will discuss some open problems from a statistical perspective.
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