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Quantifying Monte Carlo Uncertainty in the Ensemble Kalman Filter
Quantifying Monte Carlo Uncertainty in the Ensemble Kalman Filter
2011
Geir Nævdal
Kristian Thulin
Hans J. Skaug
Sigurd Ivar Aanonsen
Keywords:
Ensemble Kalman filter
Data assimilation
Geology
Extended Kalman filter
Monte Carlo method
Uncertainty quantification
Statistics
Markov chain Monte Carlo
Hybrid Monte Carlo
Monte Carlo method in statistical physics
Artificial intelligence
Petroleum engineering
Machine learning
Statistical physics
Correction
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