Autodifferentiable Ensemble Kalman Filters

Yuming Chen, Daniel Sanz-Alonso, Rebecca Willett. Autodifferentiable Ensemble Kalman Filters. SIMODS, 4(2):801-833, June 2022. [doi]

@article{ChenSW22-6,
  title = {Autodifferentiable Ensemble Kalman Filters},
  author = {Yuming Chen and Daniel Sanz-Alonso and Rebecca Willett},
  year = {2022},
  month = {June},
  doi = {10.1137/21m1434477},
  url = {https://doi.org/10.1137/21m1434477},
  researchr = {https://researchr.org/publication/ChenSW22-6},
  cites = {0},
  citedby = {0},
  journal = {SIMODS},
  volume = {4},
  number = {2},
  pages = {801-833},
}