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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Bibliographic Details
Main Author: Sharp, Daniel
Other Authors: Marzouk, Youssef M.
Format: Thesis
Published: Massachusetts Institute of Technology 2023
Online Access:https://hdl.handle.net/1721.1/152488