Regressions with Berkson errors in covariates - a nonparametric approach [PDF]
This paper establishes that so-called instrumental variables enable the identification and the estimation of a fully nonparametric regression model with Berkson-type measurement error in the regressors. An estimator is proposed and proven to be consistent. Its practical performance and feasibility are investigated via Monte Carlo simulations as well as
openaire +7 more sources
A New Data Assimilation Scheme: The Space-Expanded Ensemble Localization Kalman Filter
This study considers a new hybrid three-dimensional variational (3D-Var) and ensemble Kalman filter (EnKF) data assimilation (DA) method in a non-perfect-model framework, named space-expanded ensemble localization Kalman filter (SELKF).
Hongze Leng +3 more
doaj +1 more source
Comparing Background Error Covariance in WRF for Micro-Meteorological Simulations [PDF]
Accurately representing background error covariances is crucial for data assimilation in numerical weather prediction models. This study compared the performance of the National Meteorological Center (NMC) and RandomCV methods for estimating background ...
Shu Hailong +4 more
doaj +1 more source
On Analysis Error Covariances in Variational Data Assimilation [PDF]
The problem of variational data assimilation for a nonlinear evolution model is formulated as an optimal control problem to find the initial condition function (analysis). The equation for the analysis error is derived through the errors of the input data (background and observation errors).
Gejadze, Igor +2 more
openaire +2 more sources
Machine learning (ML) weather models like GraphCast and NeuralGCM show forecasting promise but face fundamental limitations for data assimilation (DA) integration.
Xiaoxu Tian +2 more
doaj +1 more source
Efficient Distributed Estimation of Inverse Covariance Matrices
In distributed systems, communication is a major concern due to issues such as its vulnerability or efficiency. In this paper, we are interested in estimating sparse inverse covariance matrices when samples are distributed into different machines.
Arroyo, Jesús, Hou, Elizabeth
core +1 more source
Smoothing Dynamic Systems with State-Dependent Covariance Matrices
Kalman filtering and smoothing algorithms are used in many areas, including tracking and navigation, medical applications, and financial trend filtering.
Aravkin, Aleksandr Y., Burke, James V.
core +1 more source
Block-Circulant Approximation of the Precision Matrix for Assimilating SWOT Altimetry Data
The recently deployed Surface Water and Ocean Topography (SWOT) mission for the first time has observed the ocean surface at a spatial resolution of 1 km, thus giving an opportunity to directly monitor submesoscale sea surface height (SSH) variations ...
Max Yaremchuk +3 more
doaj +1 more source
Ionospheric assimilation of radio occultation and ground-based GPS data using non-stationary background model error covariance [PDF]
Ionospheric data assimilation is a powerful approach to reconstruct the 3-D distribution of the ionospheric electron density from various types of observations.
C. Y. Lin +5 more
doaj +1 more source
Estimation of Kalman filter model parameters from an ensemble of tests [PDF]
A methodology for estimating initial mean and covariance parameters in a Kalman filter model from an ensemble of nonidentical tests is presented. In addition, the problem of estimating time constants and process noise levels is addressed.
Gibbs, B. P. +4 more
core +1 more source

