Model Error Estimation Using the Expectation Maximization Algorithm and a Particle Flow Filter

MarĂ­a Magdalena Lucini, Peter Jan van Leeuwen, Manuel Pulido. Model Error Estimation Using the Expectation Maximization Algorithm and a Particle Flow Filter. SIAM/ASA J. Uncertain. Quantification, 9(2):681-707, 2021. [doi]

Abstract

Abstract is missing.