Analysis of the Ensemble and Polynomial Chaos Kalman Filters in Bayesian Inverse Problems

Oliver G. Ernst, Björn Sprungk, Hans-Jörg Starkloff. Analysis of the Ensemble and Polynomial Chaos Kalman Filters in Bayesian Inverse Problems. SIAM/ASA J. Uncertain. Quantification, 3(1):823-851, 2015. [doi]

Abstract

Abstract is missing.