Search Results for author: Andrey A Popov

Found 2 papers, 0 papers with code

Multifidelity Ensemble Kalman Filtering Using Surrogate Models Defined by Physics-Informed Autoencoders

no code implementations25 Feb 2021 Andrey A Popov, Adrian Sandu

The multifidelity ensemble Kalman filter (MFEnKF) recently developed by the authors combines a full-order physical model and a hierarchy of reduced order surrogate models in order to increase the computational efficiency of data assimilation.

Bayesian Inference Computational Efficiency

A Stochastic Covariance Shrinkage Approach in Ensemble Transform Kalman Filtering

no code implementations29 Feb 2020 Andrey A Popov, Adrian Sandu, Elias D. Nino-Ruiz, Geir Evensen

The Ensemble Kalman Filters (EnKF) employ a Monte-Carlo approach to represent covariance information, and are affected by sampling errors in operational settings where the number of model realizations is much smaller than the model state dimension.

Methodology Numerical Analysis Numerical Analysis

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