Parameterizing transport maps for ensemble data assimilation
This thesis discusses methods for Bayesian parameter estimation, particularly in the case of state space models (SSMs). We begin by reviewing established methods for filtering in SSMs, and by examining the graphical model structure of a parameterized SSM. Then we discuss established methods for esti...
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Format: | Thesis |
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Massachusetts Institute of Technology
2023
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Online Access: | https://hdl.handle.net/1721.1/152488 |