Articles | Volume 28, issue 1
Research article
15 Jan 2021
Research article |  | 15 Jan 2021

Fast hybrid tempered ensemble transform filter formulation for Bayesian elliptical problems via Sinkhorn approximation

Sangeetika Ruchi, Svetlana Dubinkina, and Jana de Wiljes

Data sets

Data underlying the paper: Application of ensemble transform data assimilation methods for parameter estimation in nonlinear problems S. Ruchi, S. Dubinkina, and J. de Wiljes

Short summary
To infer information of an unknown quantity that helps to understand an associated system better and to predict future outcomes, observations and a physical model that connects the data points to the unknown parameter are typically used as information sources. Yet this problem is often very challenging due to the fact that the unknown is generally high dimensional, the data are sparse and the model can be non-linear. We propose a novel approach to address these challenges.