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Computational Foundation for Optimal...

Horata, Hasan Emin.

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Computational Foundation for Optimal Transport Ensemble Kalman Filter.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Computational Foundation for Optimal Transport Ensemble Kalman Filter./
Author:	Horata, Hasan Emin.
Published:	Ann Arbor : ProQuest Dissertations & Theses, : 2023,
Description:	60 p.
Notes:	Source: Masters Abstracts International, Volume: 84-10.
Contained By:	Masters Abstracts International84-10.
Subject:	Aerospace engineering. -
Online resource:	https://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=30309256
ISBN:	9798379409166

Computational Foundation for Optimal Transport Ensemble Kalman Filter.
Horata, Hasan Emin.

Computational Foundation for Optimal Transport Ensemble Kalman Filter. - Ann Arbor : ProQuest Dissertations & Theses, 2023 - 60 p.

Source: Masters Abstracts International, Volume: 84-10.

Thesis (M.Sc.)--University of Washington, 2023.

This item must not be sold to any third party vendors.

This thesis is concerned with novel filtering algorithms that are constructed based on the recently introduced optimal transportation formulation of the Bayes' formula. The problem involves solving a stochastic optimization problem to find the optimal map that transports the prior distribution to the posterior distribution at each time-step. An insightful case is obtained when the functions are restricted to be quadratic, leading to a variation of ensemble Kalman filter(EnKF), called optimal transport EnKF(OT-EnKF). The thesis includes development of computational algorithms for OT-EnKF and performing numerical experiments for evaluation and comparison with the original EnKF algorithm.

ISBN: 9798379409166Subjects--Topical Terms:

1002622
Aerospace engineering.
Subjects--Index Terms:

Optimal transport

Computational Foundation for Optimal Transport Ensemble Kalman Filter.
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100 1 $a Horata, Hasan Emin. $3 3762384
245 1 0 $a Computational Foundation for Optimal Transport Ensemble Kalman Filter.
260 1 $a Ann Arbor : $b ProQuest Dissertations & Theses, $c 2023
300 $a 60 p.
500 $a Source: Masters Abstracts International, Volume: 84-10.
500 $a Advisor: Taghvaei, Amirhossein.
502 $a Thesis (M.Sc.)--University of Washington, 2023.
506 $a This item must not be sold to any third party vendors.
520 $a This thesis is concerned with novel filtering algorithms that are constructed based on the recently introduced optimal transportation formulation of the Bayes' formula. The problem involves solving a stochastic optimization problem to find the optimal map that transports the prior distribution to the posterior distribution at each time-step. An insightful case is obtained when the functions are restricted to be quadratic, leading to a variation of ensemble Kalman filter(EnKF), called optimal transport EnKF(OT-EnKF). The thesis includes development of computational algorithms for OT-EnKF and performing numerical experiments for evaluation and comparison with the original EnKF algorithm.
590 $a School code: 0250.
650 4 $a Aerospace engineering. $3 1002622
650 4 $a Transportation. $3 555912
650 4 $a Applied mathematics. $3 2122814
650 4 $a Aeronomy. $3 2102064
653 $a Optimal transport
653 $a Ensemble Kalman filter
653 $a Computational algorithms
653 $a Numerical experiments
690 $a 0538
690 $a 0709
690 $a 0367
690 $a 0364
710 2 $a University of Washington. $b Aeronautics and Astronautics. $3 2093881
773 0 $t Masters Abstracts International $g 84-10.
790 $a 0250
791 $a M.Sc.
792 $a 2023
793 $a English
856 4 0 $u https://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=30309256